+1,606.2%
PCAR vs VTV
+721.7%
+884.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.5% |
| 7D | -0.5% | +0.5% | -1.0% | -1.1% |
| 30D | -6.2% | +1.1% | -7.3% | -7.5% |
| 3M | +5.9% | +5.9% | 0.0% | -1.1% |
| 6M | +0.4% | +11.6% | -11.2% | -12.0% |
| YTD | +14.8% | +19.8% | -5.0% | -7.7% |
| 1Y | +30.1% | +26.2% | +3.9% | -1.7% |
| 3Y | +66.7% | +68.5% | -1.8% | -11.3% |
| 5Y | +166.1% | +79.9% | +86.3% | +30.3% |
| 10Y | +353.7% | +229.7% | +124.0% | -1.5% |
| All | +1,606.2% | +721.7% | +884.6% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling