+35.0%
PCAR vs VLTO
+68.7%
-33.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.2% | +12.0% | -9.8% | -2.4% |
| 30D | -4.4% | +20.8% | -25.2% | -11.4% |
| 3M | -21.4% | +20.1% | -41.5% | -27.1% |
| 6M | -7.3% | +32.6% | -40.0% | -17.7% |
| YTD | -3.8% | +17.3% | -21.1% | -10.2% |
| 1Y | +6.3% | +17.3% | -11.0% | -0.9% |
| All | +35.0% | +68.7% | -33.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling