+3.5%
VRT vs PCAR
+9.2%
-5.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.0% |
| 7D | -17.7% | +3.5% | -21.2% | -19.4% |
| 30D | -20.0% | -2.3% | -17.7% | -19.0% |
| 3M | -28.1% | -19.3% | -8.7% | -16.7% |
| 6M | -42.8% | -7.1% | -35.7% | -40.5% |
| YTD | +20.0% | -2.8% | +22.8% | +24.7% |
| 1Y | +3.5% | +9.3% | -5.8% | +5.7% |
| All | +3.5% | +9.2% | -5.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling