+35.0%
PCAR vs UAL
+191.7%
-156.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.5% |
| 7D | +2.2% | +5.0% | -2.9% | +1.0% |
| 30D | -4.4% | -1.2% | -3.2% | -4.3% |
| 3M | -21.4% | -16.8% | -4.6% | -18.4% |
| 6M | -7.3% | +18.0% | -25.3% | -11.5% |
| YTD | -3.8% | -1.2% | -2.6% | -5.4% |
| 1Y | +6.3% | +14.3% | -8.0% | +1.1% |
| All | +35.0% | +191.7% | -156.6% | +2.5% |
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