+833.3%
PCAR vs VIG
+630.3%
+203.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +0.1% | -1.8% | +1.9% | +2.5% |
| 30D | -4.6% | +2.7% | -7.2% | -8.1% |
| 3M | -22.6% | 0.0% | -22.5% | -22.7% |
| 6M | -12.0% | +6.8% | -18.7% | -19.4% |
| YTD | -6.1% | +12.1% | -18.2% | -19.4% |
| 1Y | +6.3% | +14.8% | -8.5% | -11.7% |
| 3Y | +31.8% | +62.4% | -30.6% | -31.9% |
| 5Y | +104.2% | +59.6% | +44.6% | +6.5% |
| 10Y | +302.9% | +261.5% | +41.5% | -41.8% |
| All | +833.3% | +630.3% | +203.0% | -48.0% |
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 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