+367.9%
PCAR vs VTR
+87.8%
+280.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -6.9% | -2.8% | -4.1% | -6.4% |
| 3M | +2.1% | +9.0% | -6.9% | +0.1% |
| 6M | +1.6% | +5.0% | -3.4% | +0.2% |
| YTD | +12.2% | +16.9% | -4.7% | +8.2% |
| 1Y | +28.0% | +34.3% | -6.2% | +19.8% |
| 3Y | +61.0% | +131.6% | -70.6% | +32.8% |
| 5Y | +163.9% | +88.0% | +75.9% | +125.0% |
| 10Y | +367.9% | +97.8% | +270.1% | +247.5% |
| All | +367.9% | +87.8% | +280.1% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling