+1,041.3%
PCAR vs VIG
+623.5%
+417.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.8% |
| 7D | -0.5% | -0.4% | -0.1% | +0.1% |
| 30D | -6.2% | -1.0% | -5.3% | -5.0% |
| 3M | +5.9% | +2.8% | +3.1% | +2.2% |
| 6M | +0.4% | +8.2% | -7.8% | -9.5% |
| YTD | +14.8% | +11.0% | +3.8% | -0.1% |
| 1Y | +30.1% | +16.1% | +14.0% | +6.5% |
| 3Y | +66.7% | +56.2% | +10.5% | -9.0% |
| 5Y | +166.1% | +63.0% | +103.1% | +34.8% |
| 10Y | +353.7% | +241.4% | +112.2% | -28.3% |
| All | +1,041.3% | +623.5% | +417.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling