+587.4%
PCAR vs VT
+363.9%
+223.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.2% |
| 7D | +3.7% | -0.3% | +4.0% | +4.0% |
| 30D | -2.9% | -1.4% | -1.5% | -1.5% |
| 3M | -21.7% | -1.4% | -20.3% | -20.7% |
| 6M | -6.6% | +5.5% | -12.1% | -12.0% |
| YTD | -2.2% | +12.8% | -15.1% | -14.4% |
| 1Y | +12.2% | +15.4% | -3.2% | -4.1% |
| 3Y | +36.5% | +76.9% | -40.4% | -27.0% |
| 5Y | +113.5% | +60.4% | +53.1% | +25.4% |
| 10Y | +319.4% | +232.8% | +86.7% | +5.2% |
| All | +587.4% | +363.9% | +223.5% | +26.8% |
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