+106.6%
PCAR vs VO
+32.6%
+74.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | +0.1% | -2.6% | +2.6% | +2.3% |
| 30D | -4.6% | -0.9% | -3.6% | -3.8% |
| 3M | -22.6% | -3.0% | -19.6% | -20.5% |
| 6M | -12.0% | +2.2% | -14.2% | -13.5% |
| YTD | -6.1% | +10.6% | -16.7% | -13.6% |
| 1Y | +6.3% | +12.5% | -6.2% | -3.5% |
| 3Y | +31.8% | +61.4% | -29.6% | -8.8% |
| All | +106.6% | +32.6% | +74.0% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling