+35.4%
PCAR vs VYM
+74.9%
-39.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.8% |
| 7D | +2.1% | +3.3% | -1.2% | -2.1% |
| 30D | -1.2% | +3.8% | -5.0% | -6.0% |
| 3M | -18.6% | -0.4% | -18.2% | -18.2% |
| 6M | -5.1% | +7.1% | -12.2% | -13.0% |
| YTD | -1.8% | +17.1% | -18.8% | -19.4% |
| 1Y | +10.6% | +18.4% | -7.8% | -10.4% |
| All | +35.4% | +74.9% | -39.6% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling