+653.4%
PCAR vs VEU
+192.1%
+461.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.4% |
| 7D | -0.5% | +1.1% | -1.7% | -1.6% |
| 30D | -6.2% | +2.2% | -8.4% | -8.2% |
| 3M | +5.9% | +3.0% | +2.9% | +2.7% |
| 6M | +0.4% | +10.9% | -10.5% | -9.9% |
| YTD | +14.8% | +18.2% | -3.4% | -3.4% |
| 1Y | +30.1% | +28.3% | +1.8% | +0.8% |
| 3Y | +66.7% | +74.6% | -8.0% | -6.3% |
| 5Y | +166.1% | +56.4% | +109.8% | +65.4% |
| 10Y | +353.7% | +153.0% | +200.7% | +67.7% |
| All | +653.4% | +192.1% | +461.3% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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