+293.0%
PCAR vs VMC
+146.3%
+146.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.7% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -2.1% | +18.6% | -20.7% | -8.5% |
| 3M | -20.4% | +2.0% | -22.4% | -21.2% |
| 6M | -7.0% | +2.6% | -9.6% | -8.4% |
| YTD | -2.6% | +2.3% | -4.9% | -4.5% |
| 1Y | +9.8% | +1.7% | +8.1% | +8.0% |
| 3Y | +37.3% | +41.7% | -4.5% | +17.8% |
| 5Y | +116.4% | +46.6% | +69.8% | +80.2% |
| 10Y | +293.0% | +140.3% | +152.7% | +166.5% |
| All | +293.0% | +146.3% | +146.7% | +166.5% |
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