+160.0%
VEA vs PCAR
+412.7%
-252.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.7% | +1.3% |
| 7D | +0.4% | +2.9% | -2.5% | -0.9% |
| 30D | -0.7% | -2.1% | +1.5% | +0.2% |
| 3M | -3.9% | -20.4% | +16.5% | +6.1% |
| 6M | -0.6% | -7.0% | +6.4% | +2.0% |
| YTD | +12.9% | -2.6% | +15.6% | +13.1% |
| 1Y | +18.4% | +9.8% | +8.6% | +12.1% |
| 3Y | +75.3% | +37.3% | +38.0% | +44.7% |
| 5Y | +54.3% | +116.4% | -62.1% | +1.1% |
| 10Y | +158.0% | +293.0% | -134.9% | +21.0% |
| All | +160.0% | +412.7% | -252.8% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling