+373.4%
VST vs PCAR
+66.6%
+306.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | -0.5% | +9.4% | +9.1% |
| 30D | +6.2% | -6.2% | +12.4% | +9.3% |
| 3M | -2.7% | +5.9% | -8.6% | -6.0% |
| 6M | -8.4% | +0.4% | -8.8% | -9.5% |
| YTD | -7.2% | +14.8% | -22.0% | -14.0% |
| 1Y | -20.9% | +30.1% | -51.0% | -31.5% |
| All | +373.4% | +66.6% | +306.9% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling