+114.0%
PCAR vs VTV
+77.3%
+36.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.1% |
| 7D | +2.1% | +2.3% | -0.2% | -0.6% |
| 30D | -1.2% | +3.8% | -5.0% | -5.5% |
| 3M | -18.6% | +1.7% | -20.3% | -20.2% |
| 6M | -5.1% | +10.9% | -16.0% | -15.8% |
| YTD | -1.8% | +21.7% | -23.5% | -21.7% |
| 1Y | +10.6% | +23.4% | -12.7% | -13.1% |
| 3Y | +34.9% | +78.0% | -43.1% | -28.5% |
| 5Y | +114.0% | +77.4% | +36.6% | +13.9% |
| All | +114.0% | +77.3% | +36.7% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling