+31.8%
PCAR vs UAL
+197.6%
-165.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.9% |
| 7D | +0.1% | +8.2% | -8.1% | -1.7% |
| 30D | -4.6% | +2.3% | -6.9% | -5.3% |
| 3M | -22.6% | -12.7% | -9.9% | -20.5% |
| 6M | -12.0% | +12.7% | -24.7% | -15.1% |
| YTD | -6.1% | +0.8% | -6.9% | -8.1% |
| 1Y | +6.3% | +17.8% | -11.5% | +0.4% |
| 3Y | +31.8% | +206.7% | -174.9% | -0.4% |
| All | +31.8% | +197.6% | -165.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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