+647.0%
VRT vs PCAR
+114.5%
+532.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +6.0% | +7.0% |
| 7D | -10.6% | +2.9% | -13.5% | -12.7% |
| 30D | -17.4% | -2.1% | -15.3% | -16.7% |
| 3M | -26.4% | -20.4% | -6.0% | -13.5% |
| 6M | -41.0% | -7.0% | -34.0% | -38.7% |
| YTD | +23.8% | -2.6% | +26.5% | +24.9% |
| 1Y | +11.6% | +9.8% | +1.8% | +2.7% |
| 3Y | +403.5% | +37.3% | +366.2% | +252.4% |
| 5Y | +647.0% | +116.4% | +530.6% | +236.8% |
| All | +647.0% | +114.5% | +532.5% | +236.8% |
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