+163.9%
PCAR vs VTV
+80.1%
+83.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.6% |
| 30D | -6.9% | -0.5% | -6.4% | -6.3% |
| 3M | +2.1% | +5.3% | -3.2% | -3.8% |
| 6M | +1.6% | +12.9% | -11.3% | -11.7% |
| YTD | +12.2% | +18.5% | -6.2% | -7.6% |
| 1Y | +28.0% | +25.3% | +2.8% | -1.0% |
| 3Y | +61.0% | +68.2% | -7.2% | -9.4% |
| 5Y | +163.9% | +80.6% | +83.3% | +35.8% |
| All | +163.9% | +80.1% | +83.8% | +35.8% |
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