+913.2%
VTI vs PCAR
+3,650.9%
-2,737.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -5.0% | -4.6% | -0.4% | -3.2% |
| 3M | -4.3% | -22.6% | +18.3% | +6.4% |
| 6M | +0.6% | -12.0% | +12.5% | +5.3% |
| YTD | +8.9% | -6.1% | +15.0% | +10.3% |
| 1Y | +11.1% | +6.3% | +4.8% | +6.5% |
| 3Y | +74.5% | +31.8% | +42.7% | +48.6% |
| 5Y | +60.1% | +104.2% | -44.1% | +11.0% |
| 10Y | +297.4% | +302.9% | -5.5% | +98.8% |
| All | +913.2% | +3,650.9% | -2,737.8% | +76.1% |
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