+37.4%
PCAR vs VLTO
+55.4%
-18.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | -1.2% | +18.7% | -19.9% | -7.6% |
| 3M | -18.6% | +21.7% | -40.3% | -24.7% |
| 6M | -5.1% | +35.8% | -40.9% | -16.1% |
| YTD | -1.8% | +18.3% | -20.0% | -8.4% |
| 1Y | +10.6% | +20.9% | -10.3% | +2.0% |
| 3Y | +34.9% | +68.8% | -33.9% | +14.9% |
| All | +37.4% | +55.4% | -18.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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