+116.6%
VWO vs PR
+88.3%
+28.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +0.9% | +11.3% | -10.4% | +0.2% |
| 3M | +4.3% | +24.1% | -19.8% | +2.8% |
| 6M | +10.5% | +25.4% | -14.8% | +8.7% |
| YTD | +13.4% | +71.2% | -57.9% | +9.3% |
| 1Y | +18.6% | +78.6% | -60.0% | +13.9% |
| 3Y | +65.8% | +85.2% | -19.4% | +57.8% |
| 5Y | +35.2% | +419.0% | -383.8% | +20.0% |
| 10Y | +116.6% | +86.2% | +30.4% | +108.3% |
| All | +116.6% | +88.3% | +28.3% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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