+1,917.9%
VRT vs PCAR
+240.2%
+1,677.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +6.0% | +7.4% |
| 7D | -10.6% | +2.9% | -13.5% | -12.3% |
| 30D | -17.4% | -2.1% | -15.3% | -16.8% |
| 3M | -26.4% | -20.4% | -6.0% | -16.0% |
| 6M | -41.0% | -7.0% | -34.0% | -39.0% |
| YTD | +23.8% | -2.6% | +26.5% | +25.1% |
| 1Y | +11.6% | +9.8% | +1.8% | +4.9% |
| 3Y | +403.5% | +37.3% | +366.2% | +302.6% |
| 5Y | +647.0% | +116.4% | +530.6% | +363.7% |
| All | +1,917.9% | +240.2% | +1,677.6% | +917.6% |
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 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