+134.5%
VWO vs PR
+169.5%
-34.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | +2.4% | +18.0% | -15.7% | +1.3% |
| 3M | +2.0% | +16.9% | -14.9% | +0.9% |
| 6M | +10.7% | +28.2% | -17.5% | +8.7% |
| YTD | +14.4% | +69.3% | -54.9% | +10.4% |
| 1Y | +22.7% | +69.5% | -46.8% | +18.3% |
| 3Y | +64.2% | +81.7% | -17.5% | +56.5% |
| 5Y | +35.8% | +422.2% | -386.5% | +20.6% |
| 10Y | +114.7% | +110.4% | +4.3% | +107.1% |
| All | +134.5% | +169.5% | -34.9% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling