+364.4%
PCAR vs VCIT
+29.2%
+335.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -6.2% | -0.8% | -5.5% | -5.8% |
| 3M | +5.9% | -1.0% | +6.9% | +6.5% |
| 6M | +0.4% | -1.8% | +2.2% | +1.5% |
| YTD | +14.8% | -0.7% | +15.5% | +15.4% |
| 1Y | +30.1% | +1.0% | +29.1% | +29.7% |
| 3Y | +66.7% | +18.8% | +47.8% | +54.0% |
| 5Y | +166.1% | +3.5% | +162.7% | +156.2% |
| All | +364.4% | +29.2% | +335.2% | +377.2% |
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