+113.0%
VWO vs PNR
+66.2%
+46.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -1.8% | -6.0% | +4.3% | +0.1% |
| 30D | -0.1% | -14.0% | +13.9% | +4.6% |
| 3M | +2.2% | -21.7% | +23.9% | +9.4% |
| 6M | +8.8% | -37.3% | +46.0% | +24.8% |
| YTD | +12.4% | -45.1% | +57.5% | +34.1% |
| 1Y | +15.6% | -49.1% | +64.7% | +41.3% |
| 3Y | +62.5% | -14.8% | +77.4% | +63.0% |
| 5Y | +34.3% | -21.0% | +55.3% | +35.5% |
| All | +113.0% | +66.2% | +46.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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