+359.1%
PCAR vs VIG
+240.3%
+118.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.9% |
| 7D | 0.0% | -0.4% | +0.4% | +0.5% |
| 30D | -7.7% | -2.1% | -5.6% | -5.7% |
| 3M | +3.7% | +3.3% | +0.4% | +0.4% |
| 6M | +2.3% | +9.3% | -7.0% | -6.5% |
| YTD | +12.8% | +10.1% | +2.7% | +2.4% |
| 1Y | +27.8% | +14.7% | +13.0% | +11.3% |
| 3Y | +61.8% | +56.9% | +4.9% | +3.0% |
| 5Y | +168.2% | +62.9% | +105.3% | +64.1% |
| 10Y | +359.1% | +241.3% | +117.8% | +18.4% |
| All | +359.1% | +240.3% | +118.8% | +18.4% |
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