+113.9%
VWO vs PPL
+65.2%
+48.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | +1.7% | -1.0% | +2.6% | +1.9% |
| 30D | -4.2% | +3.0% | -7.2% | -5.0% |
| 3M | -4.6% | +1.1% | -5.8% | -5.1% |
| 6M | -5.0% | -0.8% | -4.2% | -5.1% |
| YTD | +6.8% | +3.5% | +3.3% | +5.1% |
| 1Y | +5.8% | -0.9% | +6.7% | +5.4% |
| 3Y | +58.1% | +54.2% | +3.9% | +36.7% |
| 5Y | +27.6% | +46.3% | -18.7% | +11.1% |
| 10Y | +113.9% | +65.0% | +48.9% | +70.9% |
| All | +113.9% | +65.2% | +48.7% | +70.9% |
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