+111.6%
VWO vs PPL
+57.8%
+53.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -1.7% | -1.8% | 0.0% | -1.2% |
| 30D | -0.3% | -2.2% | +1.9% | +0.3% |
| 3M | +4.0% | -3.1% | +7.0% | +4.6% |
| 6M | +8.1% | -8.1% | +16.2% | +10.3% |
| YTD | +11.6% | 0.0% | +11.6% | +11.0% |
| 1Y | +16.2% | -1.3% | +17.5% | +15.9% |
| 3Y | +63.3% | +52.7% | +10.6% | +41.2% |
| 5Y | +33.4% | +37.4% | -4.0% | +18.1% |
| All | +111.6% | +57.8% | +53.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling