+168.2%
PCAR vs VMC
+52.4%
+115.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.0% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | -7.7% | -9.1% | +1.4% | -3.8% |
| 3M | +3.7% | -4.1% | +7.9% | +5.3% |
| 6M | +2.3% | -5.5% | +7.8% | +4.4% |
| YTD | +12.8% | -8.9% | +21.7% | +16.1% |
| 1Y | +27.8% | -12.9% | +40.7% | +34.0% |
| 3Y | +61.8% | +22.1% | +39.7% | +43.5% |
| 5Y | +168.2% | +52.7% | +115.5% | +107.8% |
| All | +168.2% | +52.4% | +115.8% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling