+1,740.6%
VRT vs PCAR
+228.2%
+1,512.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.9% |
| 7D | -21.4% | +0.1% | -21.4% | -21.7% |
| 30D | -25.8% | -4.6% | -21.2% | -24.3% |
| 3M | -33.5% | -22.6% | -11.0% | -23.0% |
| 6M | -49.0% | -12.0% | -37.1% | -45.6% |
| YTD | +12.9% | -6.1% | +19.0% | +16.5% |
| 1Y | 0.0% | +6.3% | -6.3% | -4.4% |
| 3Y | +361.8% | +31.8% | +330.0% | +277.8% |
| 5Y | +565.1% | +104.2% | +461.0% | +325.4% |
| All | +1,740.6% | +228.2% | +1,512.4% | +847.2% |
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