+5.2%
VWO vs PL
+12.6%
-7.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | +2.0% | +10.0% | -8.1% | +1.3% |
| 30D | -4.3% | -2.3% | -2.0% | -4.4% |
| 3M | -6.4% | -44.2% | +37.8% | -3.7% |
| 6M | -5.6% | -66.1% | +60.5% | -1.1% |
| YTD | +5.2% | -30.0% | +35.2% | +8.2% |
| 1Y | +5.2% | +21.0% | -15.9% | +7.7% |
| All | +5.2% | +12.6% | -7.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling