+295.0%
PCAR vs VTR
+135.2%
+159.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +0.3% | +8.2% | -7.9% | -1.3% |
| 3M | -17.9% | +4.6% | -22.5% | -18.7% |
| 6M | -3.4% | +4.3% | -7.7% | -4.6% |
| YTD | -0.1% | +19.0% | -19.1% | -4.2% |
| 1Y | +13.4% | +21.6% | -8.2% | +8.2% |
| 3Y | +37.2% | +132.2% | -95.0% | +12.7% |
| 5Y | +117.3% | +94.4% | +22.9% | +83.5% |
| 10Y | +295.0% | +133.5% | +161.5% | +183.6% |
| All | +295.0% | +135.2% | +159.8% | +183.6% |
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