+156.0%
PCAR vs VSXY
+37.4%
+118.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.1% |
| 7D | -0.5% | -14.0% | +13.5% | +1.0% |
| 30D | -6.2% | -15.9% | +9.7% | -4.7% |
| 3M | +5.9% | +3.4% | +2.5% | +5.0% |
| 6M | +0.4% | +25.9% | -25.5% | -4.1% |
| YTD | +14.8% | +39.5% | -24.7% | +8.1% |
| 1Y | +30.1% | +194.4% | -164.2% | +11.6% |
| 3Y | +66.7% | +281.4% | -214.8% | +31.7% |
| 5Y | +166.1% | +12.8% | +153.4% | +130.5% |
| All | +156.0% | +37.4% | +118.6% | +123.3% |
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