+905.2%
VRT vs PCAR
+168.1%
+737.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.2% |
| 7D | +9.1% | -0.5% | +9.6% | +9.6% |
| 30D | +0.9% | -6.2% | +7.2% | +5.9% |
| 3M | -13.4% | +5.9% | -19.3% | -17.0% |
| 6M | +11.7% | +0.4% | +11.3% | +11.2% |
| YTD | +73.2% | +14.8% | +58.4% | +56.4% |
| 1Y | +123.4% | +30.1% | +93.3% | +82.4% |
| 3Y | +606.2% | +66.7% | +539.5% | +340.2% |
| All | +905.2% | +168.1% | +737.2% | +320.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling