+107.3%
VWO vs PR
+65.1%
+42.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +2.1% | -9.5% | +11.6% | +2.7% |
| 30D | -5.5% | -5.7% | +0.2% | -5.2% |
| 3M | -6.2% | +3.0% | -9.2% | -6.5% |
| 6M | -6.4% | +11.8% | -18.2% | -7.3% |
| YTD | +5.4% | +58.5% | -53.1% | +2.0% |
| 1Y | +4.5% | +69.9% | -65.3% | +0.7% |
| 3Y | +56.1% | +84.9% | -28.8% | +48.6% |
| 5Y | +28.1% | +246.4% | -218.3% | +16.0% |
| 10Y | +107.3% | +70.3% | +37.0% | +100.0% |
| All | +107.3% | +65.1% | +42.3% | +100.0% |
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