+285.9%
PCAR vs VTV
+229.4%
+56.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.2% |
| 7D | +2.1% | +2.3% | -0.2% | -0.3% |
| 30D | -1.2% | +3.8% | -5.0% | -5.0% |
| 3M | -18.6% | +1.7% | -20.3% | -20.0% |
| 6M | -5.1% | +10.9% | -16.0% | -14.6% |
| YTD | -1.8% | +21.7% | -23.5% | -19.5% |
| 1Y | +10.6% | +23.4% | -12.7% | -10.5% |
| 3Y | +34.9% | +78.0% | -43.1% | -24.0% |
| 5Y | +114.0% | +77.4% | +36.6% | +21.3% |
| All | +285.9% | +229.4% | +56.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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