+387.7%
V vs PCAR
+355.9%
+31.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +2.0% | -6.2% | +8.2% | +4.6% |
| 3M | +17.4% | +5.9% | +11.5% | +13.9% |
| 6M | +17.5% | +0.4% | +17.1% | +16.0% |
| YTD | +7.6% | +14.8% | -7.2% | -0.1% |
| 1Y | +7.7% | +30.1% | -22.4% | -6.0% |
| 3Y | +54.7% | +66.7% | -12.0% | +15.3% |
| 5Y | +73.0% | +166.1% | -93.1% | -0.7% |
| All | +387.7% | +355.9% | +31.8% | +108.0% |
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