+70.4%
PCAR vs VUG
+86.3%
-15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -6.2% | -0.3% | -5.9% | -6.1% |
| 3M | +5.9% | -0.7% | +6.6% | +6.2% |
| 6M | +0.4% | +14.6% | -14.2% | -7.1% |
| YTD | +14.8% | +9.0% | +5.8% | +9.0% |
| 1Y | +30.1% | +14.9% | +15.2% | +19.7% |
| All | +70.4% | +86.3% | -15.9% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling