+403.9%
PCAR vs VTEB
+26.7%
+377.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -6.2% | -1.3% | -4.9% | -5.7% |
| 3M | +5.9% | -2.1% | +8.0% | +6.8% |
| 6M | +0.4% | -1.7% | +2.1% | +1.1% |
| YTD | +14.8% | -0.6% | +15.4% | +15.2% |
| 1Y | +30.1% | +3.1% | +27.0% | +28.9% |
| 3Y | +66.7% | +9.2% | +57.4% | +61.8% |
| 5Y | +166.1% | +2.2% | +164.0% | +162.6% |
| 10Y | +353.7% | +18.8% | +334.9% | +422.9% |
| All | +403.9% | +26.7% | +377.2% | +636.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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