+34.6%
PCAR vs VLTO
+54.1%
-19.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.2% | +12.0% | -9.8% | -2.2% |
| 30D | -4.4% | +20.8% | -25.2% | -11.2% |
| 3M | -21.4% | +20.1% | -41.5% | -26.9% |
| 6M | -7.3% | +32.6% | -40.0% | -17.4% |
| YTD | -3.8% | +17.3% | -21.1% | -10.0% |
| 1Y | +6.3% | +17.3% | -11.0% | -0.7% |
| 3Y | +34.4% | +66.9% | -32.5% | +14.9% |
| All | +34.6% | +54.1% | -19.5% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling