+113.0%
VWO vs PBR
+697.0%
-583.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.8% | +5.4% | -7.1% | -2.9% |
| 30D | -0.1% | +22.9% | -23.0% | -4.5% |
| 3M | +2.2% | +19.6% | -17.4% | -1.9% |
| 6M | +8.8% | +16.5% | -7.7% | +4.3% |
| YTD | +12.4% | +86.7% | -74.3% | -3.0% |
| 1Y | +15.6% | +74.7% | -59.1% | +1.0% |
| 3Y | +62.5% | +102.6% | -40.1% | +35.0% |
| 5Y | +34.3% | +566.6% | -532.3% | -19.2% |
| All | +113.0% | +697.0% | -583.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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