+30.1%
PCAR vs VMC
-8.5%
+38.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -0.5% | -4.3% | +3.8% | +1.2% |
| 30D | -6.2% | -8.2% | +2.0% | -3.1% |
| 3M | +5.9% | -7.0% | +12.9% | +8.8% |
| 6M | +0.4% | -10.8% | +11.2% | +4.1% |
| YTD | +14.8% | -7.4% | +22.2% | +15.1% |
| 1Y | +30.1% | -9.5% | +39.6% | +31.2% |
| All | +30.1% | -8.5% | +38.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling