+359.1%
PCAR vs VSH
+170.2%
+188.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | 0.0% | +6.2% | -6.2% | -1.8% |
| 30D | -7.7% | -11.1% | +3.4% | -4.7% |
| 3M | +3.7% | -44.9% | +48.6% | +21.1% |
| 6M | +2.3% | +90.0% | -87.6% | -23.4% |
| YTD | +12.8% | +118.8% | -106.0% | -20.2% |
| 1Y | +27.8% | +109.0% | -81.2% | -9.1% |
| 3Y | +61.8% | +35.6% | +26.2% | +27.7% |
| 5Y | +168.2% | +66.7% | +101.5% | +90.7% |
| 10Y | +359.1% | +167.9% | +191.1% | +140.1% |
| All | +359.1% | +170.2% | +188.9% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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