+172.3%
PCAR vs VIG
+63.1%
+109.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | -0.5% | -0.4% | -0.1% | 0.0% |
| 30D | -6.2% | -1.0% | -5.3% | -5.3% |
| 3M | +5.9% | +2.8% | +3.1% | +3.0% |
| 6M | +0.4% | +8.2% | -7.8% | -7.5% |
| YTD | +14.8% | +11.0% | +3.8% | +3.0% |
| 1Y | +30.1% | +16.1% | +14.0% | +11.3% |
| 3Y | +66.7% | +56.2% | +10.5% | +6.3% |
| All | +172.3% | +63.1% | +109.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling