+66.8%
VWO vs PPL
+56.5%
+10.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | +1.3% | -1.1% | +2.3% | +1.4% |
| 3M | +5.1% | 0.0% | +5.1% | +5.0% |
| 6M | +12.5% | -7.6% | +20.1% | +13.5% |
| YTD | +14.0% | +1.7% | +12.3% | +13.4% |
| 1Y | +19.7% | +1.5% | +18.2% | +19.0% |
| 3Y | +66.8% | +55.3% | +11.5% | +51.4% |
| All | +66.8% | +56.5% | +10.3% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling