+329.3%
VWO vs PPL
+255.2%
+74.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +2.7% | -1.6% | -0.3% |
| 30D | +2.4% | +0.5% | +1.9% | +2.0% |
| 3M | +2.0% | +0.7% | +1.3% | +1.1% |
| 6M | +10.7% | -7.6% | +18.3% | +14.5% |
| YTD | +14.4% | +1.8% | +12.6% | +12.1% |
| 1Y | +22.7% | -0.8% | +23.5% | +21.5% |
| 3Y | +64.2% | +56.9% | +7.3% | +23.2% |
| 5Y | +35.8% | +39.5% | -3.8% | +6.5% |
| 10Y | +114.7% | +55.4% | +59.3% | +42.5% |
| All | +329.3% | +255.2% | +74.1% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling