+43.7%
PYPL vs VWO
+108.1%
-64.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -4.3% | +0.2% | -4.5% | -4.5% |
| 30D | -11.5% | +0.9% | -12.4% | -12.2% |
| 3M | +26.1% | +4.3% | +21.9% | +20.5% |
| 6M | +13.7% | +10.5% | +3.1% | +1.9% |
| YTD | -9.8% | +13.4% | -23.2% | -21.5% |
| 1Y | -22.1% | +18.6% | -40.6% | -35.1% |
| 3Y | -13.5% | +65.8% | -79.3% | -48.5% |
| 5Y | -81.6% | +35.2% | -116.8% | -86.5% |
| 10Y | +38.8% | +116.6% | -77.8% | -30.1% |
| All | +43.7% | +108.1% | -64.4% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling