+361.8%
VRT vs PCAR
+31.0%
+330.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.8% |
| 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% | -22.8% |
| 6M | -49.0% | -12.0% | -37.1% | -45.5% |
| YTD | +12.9% | -6.1% | +19.0% | +17.1% |
| 1Y | 0.0% | +6.3% | -6.3% | -3.4% |
| 3Y | +361.8% | +31.8% | +330.0% | +231.1% |
| All | +361.8% | +31.0% | +330.8% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling