+8.1%
VWO vs PNR
-38.2%
+46.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.3% |
| 7D | -1.7% | -5.5% | +3.8% | -0.9% |
| 30D | -0.3% | -15.6% | +15.3% | +2.1% |
| 3M | +4.0% | -20.2% | +24.2% | +6.2% |
| 6M | +8.1% | -36.6% | +44.7% | +18.8% |
| All | +8.1% | -38.2% | +46.3% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling