+33.4%
VWO vs PH
+243.6%
-210.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -1.7% | -3.1% | +1.4% | -0.8% |
| 30D | -0.3% | -11.8% | +11.5% | +3.2% |
| 3M | +4.0% | +6.9% | -3.0% | +1.7% |
| 6M | +8.1% | -1.3% | +9.4% | +7.9% |
| YTD | +11.6% | +7.0% | +4.7% | +8.8% |
| 1Y | +16.2% | +23.1% | -6.9% | +8.6% |
| 3Y | +63.3% | +135.4% | -72.1% | +22.3% |
| 5Y | +33.4% | +250.3% | -217.0% | -14.1% |
| All | +33.4% | +243.6% | -210.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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