+294.0%
PCAR vs VXUS
+135.4%
+158.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | -1.8% | +1.8% | +1.6% |
| 30D | -4.6% | -4.6% | 0.0% | -0.8% |
| 3M | -22.6% | -6.1% | -16.5% | -18.5% |
| 6M | -12.0% | -4.9% | -7.1% | -8.4% |
| YTD | -6.1% | +8.1% | -14.1% | -12.8% |
| 1Y | +6.3% | +12.1% | -5.8% | -4.3% |
| 3Y | +31.8% | +63.9% | -32.1% | -15.6% |
| 5Y | +104.2% | +43.1% | +61.0% | +46.9% |
| All | +294.0% | +135.4% | +158.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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