+2,723.0%
VRT vs PCAR
+301.3%
+2,421.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +9.1% | -0.5% | +9.6% | +9.5% |
| 30D | +0.9% | -6.2% | +7.2% | +5.1% |
| 3M | -13.4% | +5.9% | -19.3% | -16.3% |
| 6M | +11.7% | +0.4% | +11.3% | +11.4% |
| YTD | +73.2% | +14.8% | +58.4% | +59.5% |
| 1Y | +123.4% | +30.1% | +93.3% | +89.6% |
| 3Y | +606.2% | +66.7% | +539.5% | +406.4% |
| 5Y | +899.9% | +166.1% | +733.8% | +454.2% |
| All | +2,723.0% | +301.3% | +2,421.8% | +1,197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling