+114.0%
PCAR vs VYM
+72.5%
+41.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.8% |
| 7D | +2.1% | +3.3% | -1.2% | -1.8% |
| 30D | -1.2% | +3.8% | -5.0% | -5.5% |
| 3M | -18.6% | -0.4% | -18.2% | -18.2% |
| 6M | -5.1% | +7.1% | -12.2% | -12.3% |
| YTD | -1.8% | +17.1% | -18.8% | -17.9% |
| 1Y | +10.6% | +18.4% | -7.8% | -8.7% |
| 3Y | +34.9% | +74.5% | -39.6% | -26.9% |
| 5Y | +114.0% | +72.5% | +41.4% | +17.6% |
| All | +114.0% | +72.5% | +41.5% | +17.6% |
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