+1,202.8%
PCAR vs VNQ
+392.5%
+810.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.6% |
| 7D | -0.5% | -1.3% | +0.7% | +0.3% |
| 30D | -6.2% | -2.9% | -3.3% | -4.4% |
| 3M | +5.9% | +0.8% | +5.1% | +5.1% |
| 6M | +0.4% | +2.5% | -2.1% | -1.3% |
| YTD | +14.8% | +10.6% | +4.2% | +7.2% |
| 1Y | +30.1% | +9.1% | +21.0% | +22.7% |
| 3Y | +66.6% | +31.0% | +35.6% | +37.8% |
| 5Y | +166.1% | +4.9% | +161.2% | +150.8% |
| 10Y | +353.7% | +59.5% | +294.2% | +207.4% |
| All | +1,202.8% | +392.5% | +810.3% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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