+34.0%
VWO vs PL
+75.7%
-41.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | +0.2% | -13.9% | +14.0% | +1.3% |
| 30D | +0.9% | -25.5% | +26.3% | +3.1% |
| 3M | +4.3% | -44.8% | +49.0% | +8.5% |
| 6M | +10.5% | -33.3% | +43.9% | +12.1% |
| YTD | +13.4% | -12.7% | +26.0% | +12.1% |
| 1Y | +18.6% | +90.9% | -72.3% | +9.1% |
| 3Y | +65.8% | +528.5% | -462.7% | +29.1% |
| 5Y | +35.2% | +72.7% | -37.5% | +11.0% |
| All | +34.0% | +75.7% | -41.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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