+606.9%
PCAR vs VCIT
+96.6%
+510.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | -4.4% | +2.1% | -6.5% | -4.7% |
| 3M | -21.4% | -1.6% | -19.8% | -21.2% |
| 6M | -7.3% | -1.6% | -5.8% | -7.1% |
| YTD | -3.8% | -1.5% | -2.3% | -3.5% |
| 1Y | +6.3% | -0.4% | +6.7% | +6.4% |
| 3Y | +34.4% | +19.6% | +14.8% | +33.1% |
| 5Y | +109.2% | +3.3% | +105.9% | +100.9% |
| 10Y | +312.9% | +28.9% | +284.0% | +343.2% |
| All | +606.9% | +96.6% | +510.3% | +1,151.6% |
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