+168.2%
PCAR vs VCLT
-15.1%
+183.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -7.7% | -0.6% | -7.2% | -7.5% |
| 3M | +3.7% | -2.2% | +5.9% | +4.6% |
| 6M | +2.3% | -2.9% | +5.2% | +3.5% |
| YTD | +12.8% | -2.1% | +14.9% | +13.7% |
| 1Y | +27.8% | -2.6% | +30.3% | +29.1% |
| 3Y | +61.8% | +12.5% | +49.3% | +55.7% |
| 5Y | +168.2% | -15.3% | +183.5% | +148.2% |
| All | +168.2% | -15.1% | +183.3% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling