+37.7%
PCAR vs VFC
+49.7%
-12.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +2.2% | -1.4% | +3.6% | +2.4% |
| 30D | +0.3% | +30.7% | -30.4% | -4.3% |
| 3M | -17.9% | +40.6% | -58.6% | -22.8% |
| 6M | -3.4% | +16.5% | -19.9% | -6.5% |
| YTD | -0.1% | +16.2% | -16.3% | -3.6% |
| 1Y | +13.4% | +42.4% | -29.0% | +6.0% |
| All | +37.7% | +49.7% | -12.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling