+117.4%
PCAR vs VSXY
+101.4%
+16.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +3.8% | +10.2% | -6.4% | +2.7% |
| 30D | -2.0% | +33.6% | -35.6% | -5.1% |
| 3M | -19.1% | +10.8% | -29.9% | -20.3% |
| 6M | -6.8% | +130.5% | -137.3% | -16.7% |
| YTD | -2.5% | +104.4% | -106.9% | -12.1% |
| 1Y | +9.7% | +216.5% | -206.9% | -6.4% |
| 3Y | +34.0% | +465.9% | -432.0% | +1.5% |
| 5Y | +113.3% | +123.1% | -9.8% | +77.7% |
| All | +117.4% | +101.4% | +16.1% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling