+29.3%
V vs PCAR
+12.4%
+16.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.4% |
| 7D | +9.0% | +3.7% | +5.3% | +8.6% |
| 30D | +18.1% | -2.9% | +21.0% | +18.2% |
| 3M | +18.3% | -21.7% | +40.1% | +20.1% |
| 6M | +34.1% | -6.6% | +40.7% | +34.7% |
| YTD | +25.2% | -2.2% | +27.5% | +24.9% |
| 1Y | +29.3% | +12.2% | +17.1% | +25.4% |
| All | +29.3% | +12.4% | +16.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling