+848.9%
PM vs VWO
+108.9%
+740.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.5% | +2.0% | -1.4% | -0.3% |
| 30D | -3.2% | -4.3% | +1.1% | -1.6% |
| 3M | +6.2% | -6.4% | +12.6% | +8.7% |
| 6M | +7.7% | -5.6% | +13.3% | +9.3% |
| YTD | +27.3% | +5.2% | +22.1% | +23.2% |
| 1Y | +32.8% | +5.2% | +27.6% | +28.5% |
| 3Y | +150.0% | +55.5% | +94.5% | +103.0% |
| 5Y | +164.2% | +25.6% | +138.6% | +132.7% |
| 10Y | +265.7% | +110.8% | +154.9% | +154.3% |
| All | +848.9% | +108.9% | +740.0% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling