+361.8%
PCAR vs VWO
+115.6%
+246.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.5% |
| 7D | -1.6% | -1.7% | +0.2% | -0.5% |
| 30D | -7.3% | -0.3% | -7.0% | -7.1% |
| 3M | +7.8% | +4.0% | +3.8% | +5.1% |
| 6M | +3.6% | +8.1% | -4.5% | -1.6% |
| YTD | +12.9% | +11.6% | +1.2% | +5.0% |
| 1Y | +27.3% | +16.2% | +11.1% | +15.3% |
| 3Y | +61.9% | +63.3% | -1.4% | +17.0% |
| 5Y | +164.2% | +33.4% | +130.8% | +115.6% |
| All | +361.8% | +115.6% | +246.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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