+36.2%
VWO vs PR
+409.5%
-373.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +1.3% | +17.4% | -16.1% | -0.5% |
| 3M | +5.1% | +21.8% | -16.7% | +2.6% |
| 6M | +12.5% | +27.6% | -15.1% | +8.9% |
| YTD | +14.0% | +71.4% | -57.4% | +6.2% |
| 1Y | +19.7% | +78.3% | -58.6% | +10.8% |
| 3Y | +66.8% | +85.5% | -18.7% | +51.0% |
| 5Y | +36.2% | +422.7% | -386.5% | +6.2% |
| All | +36.2% | +409.5% | -373.3% | +6.2% |
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