-48.2%
VRT vs PCAR
-8.5%
-39.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.6% | -12.5% | -13.6% |
| 7D | -28.1% | +2.2% | -30.3% | -28.4% |
| 30D | -30.2% | -4.4% | -25.8% | -28.5% |
| 3M | -36.4% | -21.4% | -15.0% | -27.4% |
| 6M | -48.2% | -7.3% | -40.8% | -45.5% |
| All | -48.2% | -8.5% | -39.7% | -45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling