+13,096.5%
PCAR vs VMC
+3,530.3%
+9,566.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | +2.2% | -4.3% | +6.5% | +4.3% |
| 30D | +0.3% | +16.2% | -15.9% | -6.6% |
| 3M | -17.9% | -0.8% | -17.1% | -17.9% |
| 6M | -3.4% | +1.2% | -4.6% | -4.7% |
| YTD | -0.1% | +0.5% | -0.6% | -1.7% |
| 1Y | +13.4% | -2.9% | +16.3% | +13.4% |
| 3Y | +37.2% | +37.3% | -0.2% | +14.9% |
| 5Y | +117.3% | +48.8% | +68.6% | +72.1% |
| 10Y | +295.0% | +131.4% | +163.5% | +129.7% |
| All | +13,096.5% | +3,530.3% | +9,566.1% | +2,190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling