+109.2%
PCAR vs VT
+53.2%
+56.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.0% |
| 7D | +2.2% | -4.2% | +6.3% | +6.0% |
| 30D | -4.4% | -5.8% | +1.4% | +0.6% |
| 3M | -21.4% | -5.2% | -16.2% | -17.8% |
| 6M | -7.3% | +0.1% | -7.5% | -7.6% |
| YTD | -3.8% | +8.2% | -12.0% | -10.4% |
| 1Y | +6.3% | +10.1% | -3.8% | -2.5% |
| 3Y | +34.4% | +69.7% | -35.3% | -14.5% |
| 5Y | +109.2% | +53.4% | +55.8% | +39.6% |
| All | +109.2% | +53.2% | +56.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling