+576.7%
PCAR vs VT
+345.0%
+231.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.8% |
| 7D | +2.2% | -4.2% | +6.3% | +6.8% |
| 30D | -4.4% | -5.8% | +1.4% | +1.8% |
| 3M | -21.4% | -5.2% | -16.2% | -17.0% |
| 6M | -7.3% | +0.1% | -7.5% | -7.7% |
| YTD | -3.8% | +8.2% | -12.0% | -12.0% |
| 1Y | +6.3% | +10.1% | -3.8% | -4.6% |
| 3Y | +34.4% | +69.7% | -35.3% | -24.9% |
| 5Y | +109.2% | +53.4% | +55.8% | +28.8% |
| 10Y | +312.9% | +219.2% | +93.7% | +8.2% |
| All | +576.7% | +345.0% | +231.7% | +30.4% |
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