+743.5%
PCAR vs VCIT
+98.3%
+645.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -6.2% | -0.8% | -5.5% | -6.1% |
| 3M | +5.9% | -1.0% | +6.9% | +6.1% |
| 6M | +0.4% | -1.8% | +2.2% | +0.7% |
| YTD | +14.8% | -0.7% | +15.5% | +15.0% |
| 1Y | +30.1% | +1.0% | +29.1% | +30.1% |
| 3Y | +66.7% | +18.8% | +47.8% | +64.8% |
| 5Y | +166.1% | +3.5% | +162.7% | +154.9% |
| 10Y | +353.7% | +29.2% | +324.4% | +384.0% |
| All | +743.5% | +98.3% | +645.3% | +1,391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling