+619.5%
VRT vs PCAR
+66.6%
+553.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +9.1% | -0.5% | +9.6% | +9.5% |
| 30D | +0.9% | -6.2% | +7.2% | +5.3% |
| 3M | -13.4% | +5.9% | -19.3% | -16.5% |
| 6M | +11.7% | +0.4% | +11.3% | +11.4% |
| YTD | +73.2% | +14.8% | +58.4% | +59.4% |
| 1Y | +123.4% | +30.1% | +93.3% | +89.6% |
| All | +619.5% | +66.6% | +553.0% | +329.1% |
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