+327.8%
VWO vs PH
+2,916.5%
-2,588.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +1.3% | -10.8% | +12.1% | +7.2% |
| 3M | +5.1% | +8.5% | -3.4% | +0.2% |
| 6M | +12.5% | +3.9% | +8.6% | +9.1% |
| YTD | +14.0% | +9.4% | +4.6% | +7.3% |
| 1Y | +19.7% | +26.8% | -7.1% | +3.8% |
| 3Y | +66.8% | +140.8% | -74.0% | -2.4% |
| 5Y | +36.2% | +253.8% | -217.6% | -38.4% |
| 10Y | +111.0% | +792.3% | -681.3% | -53.8% |
| All | +327.8% | +2,916.5% | -2,588.7% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling