+707.5%
PCAR vs VT
+374.2%
+333.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.4% | -1.0% | -1.0% |
| 30D | -6.2% | +1.0% | -7.2% | -7.2% |
| 3M | +5.9% | +2.4% | +3.5% | +3.2% |
| 6M | +0.4% | +12.0% | -11.6% | -11.3% |
| YTD | +14.8% | +15.3% | -0.5% | -1.7% |
| 1Y | +30.1% | +22.6% | +7.5% | +4.2% |
| 3Y | +66.7% | +74.7% | -8.0% | -9.4% |
| 5Y | +166.1% | +66.1% | +100.0% | +50.7% |
| 10Y | +353.7% | +225.0% | +128.7% | +17.4% |
| All | +707.5% | +374.2% | +333.3% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling