+293.0%
PCAR vs VCIT
+29.7%
+263.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | -2.1% | +1.8% | -3.9% | -3.1% |
| 3M | -20.4% | -1.6% | -18.8% | -19.6% |
| 6M | -7.0% | -2.1% | -4.9% | -5.8% |
| YTD | -2.6% | -1.6% | -1.1% | -1.7% |
| 1Y | +9.8% | -0.8% | +10.6% | +10.5% |
| 3Y | +37.3% | +19.9% | +17.3% | +26.2% |
| 5Y | +116.4% | +3.3% | +113.1% | +108.9% |
| 10Y | +293.0% | +30.6% | +262.3% | +309.6% |
| All | +293.0% | +29.7% | +263.3% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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