+61.8%
PCAR vs VSXY
+335.0%
-273.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.1% |
| 7D | 0.0% | -6.8% | +6.8% | +0.6% |
| 30D | -7.7% | -20.4% | +12.6% | -5.8% |
| 3M | +3.7% | +2.9% | +0.8% | +2.9% |
| 6M | +2.3% | +67.9% | -65.6% | -4.7% |
| YTD | +12.8% | +44.9% | -32.1% | +6.3% |
| 1Y | +27.8% | +205.9% | -178.2% | +10.9% |
| 3Y | +61.8% | +373.9% | -312.1% | +34.2% |
| All | +61.8% | +335.0% | -273.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling