+293.0%
PCAR vs VIG
+267.0%
+26.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.2% | +1.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.5% |
| 30D | -2.1% | +4.3% | -6.4% | -6.4% |
| 3M | -20.4% | +2.0% | -22.4% | -22.1% |
| 6M | -7.0% | +10.2% | -17.2% | -15.8% |
| YTD | -2.6% | +14.8% | -17.4% | -15.4% |
| 1Y | +9.8% | +17.5% | -7.7% | -6.8% |
| 3Y | +37.3% | +67.4% | -30.1% | -18.3% |
| 5Y | +116.4% | +63.4% | +53.1% | +31.9% |
| 10Y | +293.0% | +259.9% | +33.1% | -10.2% |
| All | +293.0% | +267.0% | +26.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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