+163.9%
PCAR vs VYM
+76.9%
+87.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.2% | -1.0% | +0.8% | +1.0% |
| 30D | -6.9% | -2.0% | -4.9% | -4.6% |
| 3M | +2.1% | +3.1% | -1.0% | -1.3% |
| 6M | +1.6% | +8.9% | -7.3% | -7.8% |
| YTD | +12.2% | +14.7% | -2.5% | -4.0% |
| 1Y | +28.0% | +19.4% | +8.6% | +4.7% |
| 3Y | +61.0% | +65.4% | -4.4% | -7.7% |
| 5Y | +163.9% | +77.6% | +86.4% | +37.8% |
| All | +163.9% | +76.9% | +87.0% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling