+361.8%
PCAR vs VYM
+207.1%
+154.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -1.6% | -1.9% | +0.3% | +0.4% |
| 30D | -7.3% | -2.6% | -4.7% | -4.6% |
| 3M | +7.8% | +3.6% | +4.2% | +4.0% |
| 6M | +3.6% | +8.7% | -5.1% | -4.8% |
| YTD | +12.9% | +14.1% | -1.3% | -1.4% |
| 1Y | +27.3% | +17.8% | +9.5% | +7.7% |
| 3Y | +61.9% | +64.5% | -2.6% | -2.1% |
| 5Y | +164.2% | +77.5% | +86.6% | +48.6% |
| All | +361.8% | +207.1% | +154.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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