+1,112.0%
VST vs PCAR
+296.2%
+815.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.4% | +13.0% | +11.6% |
| 7D | -9.8% | +0.1% | -9.9% | -10.2% |
| 30D | -25.1% | -4.6% | -20.6% | -24.0% |
| 3M | -11.6% | -22.6% | +11.0% | -1.5% |
| 6M | -20.9% | -12.0% | -9.0% | -17.3% |
| YTD | -22.3% | -6.1% | -16.2% | -21.4% |
| 1Y | -32.0% | +6.3% | -38.3% | -35.4% |
| 3Y | +262.4% | +31.8% | +230.6% | +206.4% |
| 5Y | +563.4% | +104.2% | +459.2% | +347.7% |
| All | +1,112.0% | +296.2% | +815.8% | +591.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling