+542.8%
VRT vs PCAR
+108.5%
+434.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.6% | -12.5% | -12.9% |
| 7D | -28.1% | +2.2% | -30.3% | -29.5% |
| 30D | -30.2% | -4.4% | -25.8% | -28.4% |
| 3M | -36.4% | -21.4% | -15.0% | -24.5% |
| 6M | -48.2% | -7.3% | -40.8% | -46.0% |
| YTD | +9.2% | -3.8% | +12.9% | +10.9% |
| 1Y | -7.2% | +6.3% | -13.5% | -12.6% |
| 3Y | +338.7% | +34.4% | +304.3% | +212.3% |
| 5Y | +542.8% | +109.2% | +433.6% | +192.6% |
| All | +542.8% | +108.5% | +434.3% | +192.6% |
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