+293.0%
PCAR vs VFC
-44.8%
+337.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.0% |
| 7D | +2.9% | +7.7% | -4.8% | +1.1% |
| 30D | -2.1% | +39.2% | -41.3% | -9.9% |
| 3M | -20.4% | +40.3% | -60.6% | -26.9% |
| 6M | -7.0% | +11.4% | -18.3% | -10.3% |
| YTD | -2.6% | +17.5% | -20.2% | -7.9% |
| 1Y | +9.8% | +45.9% | -36.1% | -1.6% |
| 3Y | +37.3% | +47.3% | -10.1% | +9.0% |
| 5Y | +116.4% | -67.2% | +183.6% | +180.9% |
| 10Y | +293.0% | -46.1% | +339.0% | +329.5% |
| All | +293.0% | -44.8% | +337.7% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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