+960.3%
VTI vs PCAR
+4,486.6%
-3,526.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | 0.0% | -6.2% | +6.3% | +2.7% |
| 3M | +2.0% | +5.9% | -3.9% | -0.9% |
| 6M | +13.0% | +0.4% | +12.6% | +11.9% |
| YTD | +13.9% | +14.8% | -0.9% | +6.2% |
| 1Y | +20.0% | +30.1% | -10.1% | +5.5% |
| 3Y | +75.8% | +66.7% | +9.2% | +35.5% |
| 5Y | +73.8% | +166.1% | -92.3% | +7.7% |
| 10Y | +297.5% | +353.7% | -56.2% | +89.3% |
| All | +960.3% | +4,486.6% | -3,526.3% | +69.6% |
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 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