+295.0%
PCAR vs VMC
+129.3%
+165.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | +2.2% | -4.3% | +6.5% | +3.9% |
| 30D | +0.3% | +16.2% | -15.9% | -5.4% |
| 3M | -17.9% | -0.8% | -17.1% | -17.9% |
| 6M | -3.4% | +1.2% | -4.6% | -4.4% |
| YTD | -0.1% | +0.5% | -0.6% | -1.3% |
| 1Y | +13.4% | -2.9% | +16.3% | +13.5% |
| 3Y | +37.2% | +37.3% | -0.2% | +19.2% |
| 5Y | +117.3% | +48.8% | +68.6% | +80.4% |
| 10Y | +295.0% | +131.4% | +163.5% | +171.1% |
| All | +295.0% | +129.3% | +165.7% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling