+70.4%
PCAR vs UAL
+127.4%
-57.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -6.2% | -16.1% | +9.9% | -2.6% |
| 3M | +5.9% | +6.1% | -0.2% | +4.1% |
| 6M | +0.4% | +10.8% | -10.4% | -2.9% |
| YTD | +14.8% | -0.4% | +15.2% | +13.1% |
| 1Y | +30.1% | +5.0% | +25.1% | +26.1% |
| All | +70.4% | +127.4% | -57.0% | +36.8% |
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