+378.1%
PSX vs VWO
+117.1%
+261.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | +1.7% | -1.8% | +3.5% | +3.1% |
| 30D | +15.6% | -0.1% | +15.7% | +15.6% |
| 3M | +46.5% | +2.2% | +44.2% | +43.0% |
| 6M | +55.0% | +8.8% | +46.3% | +41.8% |
| YTD | +105.3% | +12.4% | +92.9% | +81.9% |
| 1Y | +101.6% | +15.6% | +86.0% | +74.2% |
| 3Y | +134.1% | +62.5% | +71.6% | +49.5% |
| 5Y | +368.7% | +34.3% | +334.4% | +251.4% |
| All | +378.1% | +117.1% | +261.0% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling