+67.6%
PCAR vs VTR
+132.6%
-65.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | -6.2% | -2.4% | -3.8% | -6.0% |
| 3M | +5.9% | +14.8% | -8.9% | +4.0% |
| 6M | +0.4% | +5.3% | -4.9% | -0.3% |
| YTD | +14.8% | +18.1% | -3.3% | +12.3% |
| 1Y | +30.1% | +36.7% | -6.6% | +24.3% |
| All | +67.6% | +132.6% | -65.0% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling