+476.5%
V vs PCAR
+287.3%
+189.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | -0.4% | +2.1% | -2.4% | -1.3% |
| 30D | +6.3% | -1.2% | +7.5% | +6.8% |
| 3M | +17.2% | -18.6% | +35.8% | +27.3% |
| 6M | +29.2% | -5.1% | +34.3% | +30.7% |
| YTD | +20.8% | -1.8% | +22.6% | +19.3% |
| 1Y | +25.0% | +10.6% | +14.4% | +16.8% |
| 3Y | +75.3% | +34.9% | +40.4% | +43.2% |
| 5Y | +105.8% | +114.0% | -8.1% | +29.5% |
| All | +476.5% | +287.3% | +189.2% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling