+289.1%
VTI vs PCAR
+292.6%
-3.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.4% | +3.8% | -4.3% | -2.1% |
| 30D | -3.2% | -2.0% | -1.3% | -2.5% |
| 3M | -2.9% | -19.1% | +16.2% | +6.1% |
| 6M | +2.4% | -6.8% | +9.2% | +4.6% |
| YTD | +11.2% | -2.5% | +13.6% | +10.7% |
| 1Y | +11.6% | +9.7% | +1.9% | +5.1% |
| 3Y | +76.6% | +34.0% | +42.6% | +46.2% |
| 5Y | +65.3% | +113.3% | -48.1% | +6.5% |
| 10Y | +289.1% | +278.2% | +10.9% | +89.8% |
| All | +289.1% | +292.6% | -3.5% | +89.8% |
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