+295.0%
PCAR vs VRSN
+296.1%
-1.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.1% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +0.3% | +3.8% | -3.4% | -0.9% |
| 3M | -17.9% | +9.5% | -27.4% | -20.4% |
| 6M | -3.4% | +10.3% | -13.7% | -7.1% |
| YTD | -0.1% | +30.5% | -30.6% | -9.9% |
| 1Y | +13.4% | +27.9% | -14.5% | +3.0% |
| 3Y | +37.2% | +54.3% | -17.1% | +14.4% |
| 5Y | +117.3% | +37.2% | +80.2% | +84.9% |
| 10Y | +295.0% | +293.1% | +1.9% | +127.5% |
| All | +295.0% | +296.1% | -1.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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