-13.0%
PYPL vs VWO
+61.8%
-74.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.4% |
| 7D | -5.9% | -1.7% | -4.2% | -4.7% |
| 30D | -9.4% | -0.3% | -9.1% | -9.2% |
| 3M | +31.3% | +4.0% | +27.3% | +26.5% |
| 6M | +19.1% | +8.1% | +11.0% | +10.2% |
| YTD | -7.9% | +11.6% | -19.5% | -17.8% |
| 1Y | -17.9% | +16.2% | -34.1% | -29.5% |
| All | -13.0% | +61.8% | -74.7% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling