+295.0%
PCAR vs VO
+202.1%
+92.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +1.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +0.3% | +2.0% | -1.7% | -1.4% |
| 3M | -17.9% | -0.3% | -17.6% | -17.7% |
| 6M | -3.4% | +7.3% | -10.7% | -9.0% |
| YTD | -0.1% | +15.0% | -15.1% | -11.3% |
| 1Y | +13.4% | +14.7% | -1.3% | +1.0% |
| 3Y | +37.2% | +67.3% | -30.1% | -11.0% |
| 5Y | +117.3% | +38.8% | +78.5% | +63.5% |
| 10Y | +295.0% | +201.6% | +93.4% | +30.9% |
| All | +295.0% | +202.1% | +92.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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