+359.1%
PCAR vs VUG
+408.5%
-49.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | 0.0% | +0.9% | -0.8% | -0.5% |
| 30D | -7.7% | -1.4% | -6.3% | -6.9% |
| 3M | +3.7% | +2.3% | +1.4% | +2.1% |
| 6M | +2.3% | +15.7% | -13.4% | -6.8% |
| YTD | +12.8% | +8.6% | +4.2% | +6.7% |
| 1Y | +27.8% | +14.1% | +13.7% | +17.0% |
| 3Y | +61.8% | +87.9% | -26.1% | +6.3% |
| 5Y | +168.2% | +76.3% | +91.9% | +80.0% |
| 10Y | +359.1% | +409.7% | -50.6% | +16.2% |
| All | +359.1% | +408.5% | -49.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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