+156.9%
VEA vs PCAR
+291.3%
-134.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | -1.4% | -2.3% | +0.9% | -0.6% |
| 3M | -4.1% | -19.3% | +15.3% | +3.8% |
| 6M | -1.3% | -7.1% | +5.8% | +0.9% |
| YTD | +12.1% | -2.8% | +14.9% | +12.3% |
| 1Y | +16.1% | +9.3% | +6.8% | +11.1% |
| 3Y | +73.0% | +33.5% | +39.5% | +47.6% |
| 5Y | +55.1% | +112.6% | -57.5% | +6.3% |
| 10Y | +156.9% | +276.9% | -120.0% | +38.0% |
| All | +156.9% | +291.3% | -134.3% | +38.0% |
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