+111.8%
VWO vs PPL
+67.2%
+44.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | -4.3% | +2.6% | -6.9% | -5.0% |
| 3M | -6.4% | +0.8% | -7.2% | -6.7% |
| 6M | -5.6% | +1.4% | -7.1% | -6.3% |
| YTD | +5.2% | +4.3% | +0.9% | +3.4% |
| 1Y | +5.2% | +0.8% | +4.4% | +4.3% |
| 3Y | +55.5% | +57.9% | -2.4% | +33.5% |
| 5Y | +25.6% | +48.3% | -22.7% | +8.9% |
| All | +111.8% | +67.2% | +44.7% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling