+15,068.3%
PCAR vs VFC
+845.1%
+14,223.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.7% |
| 7D | -0.5% | -1.6% | +1.1% | +0.1% |
| 30D | -6.2% | -11.6% | +5.4% | -2.0% |
| 3M | +5.9% | -18.1% | +24.0% | +12.8% |
| 6M | +0.4% | -27.4% | +27.8% | +11.0% |
| YTD | +14.8% | -24.8% | +39.6% | +24.7% |
| 1Y | +30.1% | -8.2% | +38.3% | +29.4% |
| 3Y | +66.7% | -29.1% | +95.8% | +50.8% |
| 5Y | +166.1% | -79.2% | +245.3% | +292.6% |
| 10Y | +353.7% | -68.1% | +421.8% | +395.4% |
| All | +15,068.3% | +845.1% | +14,223.2% | +4,405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling