+367.2%
PCAR vs VMC
+153.4%
+213.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -3.2% |
| 3M | +5.9% | -7.0% | +12.9% | +8.5% |
| 6M | +0.4% | -10.8% | +11.2% | +4.4% |
| YTD | +14.8% | -7.4% | +22.2% | +17.3% |
| 1Y | +30.1% | -9.5% | +39.6% | +33.8% |
| 3Y | +66.7% | +20.5% | +46.2% | +52.3% |
| 5Y | +166.1% | +51.6% | +114.6% | +119.9% |
| All | +367.2% | +153.4% | +213.8% | +211.8% |
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