+12,304.7%
PCAR vs VFC
+1,340.0%
+10,964.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | +11.2% | -11.1% | -3.9% |
| 30D | -4.6% | +41.5% | -46.1% | -16.3% |
| 3M | -22.6% | +38.9% | -61.5% | -31.9% |
| 6M | -12.0% | +6.1% | -18.1% | -15.4% |
| YTD | -6.1% | +14.5% | -20.6% | -13.2% |
| 1Y | +6.3% | +46.0% | -39.6% | -10.6% |
| 3Y | +31.8% | +36.4% | -4.6% | -5.7% |
| 5Y | +104.2% | -67.5% | +171.7% | +154.7% |
| 10Y | +302.9% | -45.8% | +348.8% | +256.1% |
| All | +12,304.7% | +1,340.0% | +10,964.7% | +3,037.3% |
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