+567.3%
VRT vs PCAR
+101.4%
+465.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +5.2% |
| 7D | -21.4% | +0.1% | -21.4% | -21.8% |
| 30D | -25.8% | -4.6% | -21.2% | -24.0% |
| 3M | -33.5% | -22.6% | -11.0% | -20.4% |
| 6M | -49.0% | -12.0% | -37.1% | -44.9% |
| YTD | +12.9% | -6.1% | +19.0% | +16.7% |
| 1Y | 0.0% | +6.3% | -6.3% | -6.0% |
| 3Y | +361.8% | +31.8% | +330.0% | +232.5% |
| All | +567.3% | +101.4% | +465.9% | +208.0% |
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