+1,295.4%
PCAR vs VUG
+1,157.1%
+138.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.3% |
| 7D | +0.1% | -3.4% | +3.5% | +3.3% |
| 30D | -4.6% | -11.1% | +6.5% | +6.7% |
| 3M | -22.6% | -7.2% | -15.3% | -17.3% |
| 6M | -12.0% | -4.1% | -7.8% | -9.5% |
| YTD | -6.1% | +1.4% | -7.5% | -9.3% |
| 1Y | +6.3% | +1.9% | +4.4% | +1.9% |
| 3Y | +31.8% | +77.7% | -45.9% | -32.5% |
| 5Y | +104.2% | +57.6% | +46.6% | +11.7% |
| 10Y | +302.9% | +398.6% | -95.6% | -56.3% |
| All | +1,295.4% | +1,157.1% | +138.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling