+172.3%
PCAR vs VFC
-79.1%
+251.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | -6.2% | -11.6% | +5.4% | -4.1% |
| 3M | +5.9% | -18.1% | +24.0% | +9.5% |
| 6M | +0.4% | -27.4% | +27.8% | +5.7% |
| YTD | +14.8% | -24.8% | +39.6% | +20.0% |
| 1Y | +30.1% | -8.2% | +38.3% | +30.7% |
| 3Y | +66.7% | -29.1% | +95.8% | +64.0% |
| All | +172.3% | -79.1% | +251.4% | +291.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling