+15,068.3%
PCAR vs VTRS
+567.8%
+14,500.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.5% | +3.3% | -3.8% | -1.3% |
| 30D | -6.2% | -3.6% | -2.6% | -5.5% |
| 3M | +5.9% | +7.0% | -1.1% | +4.1% |
| 6M | +0.4% | +17.5% | -17.1% | -3.6% |
| YTD | +14.8% | +38.8% | -24.0% | +5.8% |
| 1Y | +30.1% | +69.2% | -39.1% | +14.3% |
| 3Y | +66.7% | +77.5% | -10.8% | +42.1% |
| 5Y | +166.1% | +39.9% | +126.2% | +134.4% |
| 10Y | +353.7% | -47.1% | +400.8% | +363.3% |
| All | +15,068.3% | +567.8% | +14,500.5% | +7,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling