+484.0%
V vs PCAR
+288.5%
+195.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +4.9% | -4.0% | -1.1% |
| 30D | +9.0% | -1.4% | +10.4% | +9.6% |
| 3M | +16.7% | -18.1% | +34.9% | +26.5% |
| 6M | +33.4% | -4.0% | +37.4% | +34.3% |
| YTD | +22.4% | -1.5% | +23.8% | +20.7% |
| 1Y | +27.7% | +13.2% | +14.5% | +18.1% |
| 3Y | +78.0% | +35.8% | +42.2% | +45.0% |
| 5Y | +108.5% | +114.6% | -6.1% | +31.0% |
| All | +484.0% | +288.5% | +195.5% | +162.3% |
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