+24.7%
VWO vs PR
+225.0%
-200.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -0.4% | -16.4% | +16.0% | +1.4% |
| 30D | -7.6% | -1.9% | -5.7% | -7.6% |
| 3M | -7.6% | +8.0% | -15.6% | -8.6% |
| 6M | -8.7% | +4.1% | -12.8% | -9.5% |
| YTD | +3.2% | +58.7% | -55.5% | -3.4% |
| 1Y | +3.6% | +75.8% | -72.2% | -4.3% |
| 3Y | +51.8% | +73.2% | -21.3% | +38.1% |
| All | +24.7% | +225.0% | -200.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling