+218.5%
PWR vs VWO
+62.9%
+155.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.4% |
| 7D | +4.2% | -1.8% | +6.0% | +6.2% |
| 30D | -4.0% | -0.1% | -3.9% | -3.9% |
| 3M | -4.8% | +2.2% | -7.0% | -6.6% |
| 6M | +14.6% | +8.8% | +5.9% | +5.7% |
| YTD | +54.2% | +12.4% | +41.8% | +37.3% |
| 1Y | +67.1% | +15.6% | +51.5% | +45.0% |
| 3Y | +218.5% | +62.5% | +155.9% | +96.6% |
| All | +218.5% | +62.9% | +155.6% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling