+40.1%
PYPL vs VWO
+117.1%
-77.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -2.3% | -1.8% | -0.5% | -0.5% |
| 30D | -9.0% | -0.1% | -8.9% | -9.0% |
| 3M | +30.6% | +2.2% | +28.3% | +26.8% |
| 6M | +18.6% | +8.8% | +9.8% | +7.3% |
| YTD | -7.2% | +12.4% | -19.6% | -19.2% |
| 1Y | -19.3% | +15.6% | -34.8% | -31.7% |
| 3Y | -12.3% | +62.5% | -74.8% | -48.6% |
| 5Y | -80.9% | +34.3% | -115.2% | -86.1% |
| All | +40.1% | +117.1% | -77.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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