+35.2%
VWO vs PL
+84.9%
-49.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +1.1% | -9.3% | +10.4% | +1.8% |
| 30D | +2.4% | -18.9% | +21.3% | +3.9% |
| 3M | +2.0% | -58.4% | +60.4% | +8.2% |
| 6M | +10.7% | -30.3% | +41.0% | +11.9% |
| YTD | +14.4% | -8.1% | +22.5% | +12.7% |
| 1Y | +22.7% | +180.5% | -157.8% | +8.6% |
| 3Y | +64.2% | +444.1% | -379.9% | +29.7% |
| 5Y | +35.8% | +83.0% | -47.3% | +11.0% |
| All | +35.2% | +84.9% | -49.7% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling