+743.5%
PCAR vs VCLT
+103.4%
+640.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -6.2% | -0.9% | -5.4% | -6.2% |
| 3M | +5.9% | -3.2% | +9.1% | +6.0% |
| 6M | +0.4% | -3.8% | +4.2% | +0.4% |
| YTD | +14.8% | -2.0% | +16.8% | +14.9% |
| 1Y | +30.1% | -0.8% | +30.9% | +30.2% |
| 3Y | +66.7% | +12.3% | +54.4% | +67.3% |
| 5Y | +166.1% | -15.4% | +181.5% | +154.1% |
| 10Y | +353.7% | +15.7% | +337.9% | +386.2% |
| All | +743.5% | +103.4% | +640.1% | +1,336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling