+287.1%
PCAR vs VTRS
-30.6%
+317.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +4.9% | +4.6% | +0.4% | +3.8% |
| 30D | -1.4% | +19.4% | -20.8% | -5.6% |
| 3M | -18.1% | +30.8% | -48.9% | -23.4% |
| 6M | -4.0% | +21.6% | -25.7% | -8.8% |
| YTD | -1.5% | +71.2% | -72.6% | -14.3% |
| 1Y | +13.2% | +97.6% | -84.4% | -4.9% |
| 3Y | +35.8% | +163.9% | -128.1% | +3.6% |
| 5Y | +114.6% | +82.1% | +32.5% | +74.1% |
| All | +287.1% | -30.6% | +317.7% | +265.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling