+362.6%
PSX vs VWO
+34.0%
+328.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +1.7% | -1.8% | +3.5% | +2.6% |
| 30D | +15.6% | -0.1% | +15.7% | +15.6% |
| 3M | +46.5% | +2.2% | +44.2% | +44.1% |
| 6M | +55.0% | +8.8% | +46.3% | +45.6% |
| YTD | +105.3% | +12.4% | +92.9% | +87.9% |
| 1Y | +101.6% | +15.6% | +86.0% | +81.0% |
| 3Y | +134.1% | +62.5% | +71.6% | +66.4% |
| All | +362.6% | +34.0% | +328.5% | +281.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling