+868.4%
PCAR vs VWO
+293.6%
+574.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +4.9% | +2.0% | +3.0% | +3.5% |
| 30D | -1.4% | -4.3% | +2.9% | +1.8% |
| 3M | -18.1% | -6.4% | -11.8% | -14.2% |
| 6M | -4.0% | -5.6% | +1.6% | -0.1% |
| YTD | -1.5% | +5.2% | -6.7% | -5.8% |
| 1Y | +13.2% | +5.2% | +8.0% | +8.2% |
| 3Y | +35.8% | +55.5% | -19.7% | -4.6% |
| 5Y | +114.6% | +25.6% | +89.0% | +74.7% |
| 10Y | +289.6% | +110.8% | +178.8% | +104.1% |
| All | +868.4% | +293.6% | +574.8% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling