+769.3%
VST vs PCAR
+168.1%
+601.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 3M | -2.7% | +5.9% | -8.6% | -5.8% |
| 6M | -8.4% | +0.4% | -8.8% | -9.3% |
| YTD | -7.2% | +14.8% | -22.0% | -13.6% |
| 1Y | -20.9% | +30.1% | -51.0% | -30.9% |
| 3Y | +384.0% | +66.7% | +317.3% | +273.4% |
| All | +769.3% | +168.1% | +601.3% | +430.2% |
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