+59.6%
PCAR vs VWO
+64.3%
-4.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -6.9% | +0.9% | -7.8% | -7.4% |
| 3M | +2.1% | +4.3% | -2.2% | -0.5% |
| 6M | +1.6% | +10.5% | -9.0% | -4.7% |
| YTD | +12.2% | +13.4% | -1.1% | +3.8% |
| 1Y | +28.0% | +18.6% | +9.5% | +15.2% |
| All | +59.6% | +64.3% | -4.7% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling