+111.8%
VWO vs PR
+86.0%
+25.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +2.0% | +6.0% | -4.0% | +1.6% |
| 30D | -4.3% | -4.2% | -0.1% | -4.1% |
| 3M | -6.4% | +10.0% | -16.3% | -7.0% |
| 6M | -5.6% | +15.6% | -21.3% | -6.7% |
| YTD | +5.2% | +68.2% | -63.0% | +1.4% |
| 1Y | +5.2% | +79.2% | -74.0% | +1.0% |
| 3Y | +55.5% | +94.9% | -39.4% | +47.6% |
| 5Y | +25.6% | +272.8% | -247.2% | +13.2% |
| All | +111.8% | +86.0% | +25.8% | +105.5% |
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