+15,068.3%
PCAR vs VSH
+1,674.8%
+13,393.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -1.1% |
| 7D | -0.5% | +4.1% | -4.6% | -1.6% |
| 30D | -6.2% | -4.2% | -2.1% | -5.5% |
| 3M | +5.9% | -50.0% | +55.9% | +24.5% |
| 6M | +0.4% | +80.2% | -79.8% | -19.1% |
| YTD | +14.8% | +121.1% | -106.3% | -13.2% |
| 1Y | +30.1% | +112.0% | -81.9% | -1.2% |
| 3Y | +66.7% | +22.5% | +44.1% | +41.8% |
| 5Y | +166.1% | +64.0% | +102.1% | +105.8% |
| 10Y | +353.7% | +170.4% | +183.3% | +190.6% |
| All | +15,068.3% | +1,674.8% | +13,393.5% | +4,599.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling