+111.5%
VWO vs PR
+152.6%
-41.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -0.4% | -16.4% | +16.0% | +0.6% |
| 30D | -7.6% | -1.9% | -5.7% | -7.6% |
| 3M | -7.6% | +8.0% | -15.6% | -8.2% |
| 6M | -8.7% | +4.1% | -12.8% | -9.1% |
| YTD | +3.2% | +58.7% | -55.5% | -0.1% |
| 1Y | +3.6% | +75.8% | -72.2% | -0.4% |
| 3Y | +51.8% | +73.2% | -21.3% | +45.1% |
| 5Y | +26.0% | +230.1% | -204.1% | +14.5% |
| 10Y | +99.3% | +67.4% | +32.0% | +91.2% |
| All | +111.5% | +152.6% | -41.1% | +107.4% |
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 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