+362.4%
PCAR vs VTRS
-48.4%
+410.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -6.4% | +3.3% | -9.7% | -7.1% |
| 3M | +4.7% | +2.0% | +2.7% | +3.9% |
| 6M | +4.5% | +19.9% | -15.4% | -0.4% |
| YTD | +13.0% | +35.7% | -22.7% | +4.2% |
| 1Y | +23.6% | +68.1% | -44.5% | +8.0% |
| 3Y | +60.7% | +87.1% | -26.3% | +33.8% |
| 5Y | +164.5% | +47.6% | +116.9% | +126.4% |
| All | +362.4% | -48.4% | +410.8% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VTRS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling