+920.1%
PCAR vs UAL
+239.3%
+680.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.7% |
| 7D | +2.2% | +5.0% | -2.9% | +1.1% |
| 30D | -4.4% | -1.2% | -3.2% | -4.4% |
| 3M | -21.4% | -16.8% | -4.6% | -18.8% |
| 6M | -7.3% | +18.0% | -25.3% | -11.1% |
| YTD | -3.8% | -1.2% | -2.6% | -5.0% |
| 1Y | +6.3% | +14.3% | -8.0% | +1.8% |
| 3Y | +34.4% | +194.6% | -160.2% | +2.9% |
| 5Y | +109.2% | +109.6% | -0.4% | +65.8% |
| 10Y | +312.9% | +93.1% | +219.8% | +196.9% |
| All | +920.1% | +239.3% | +680.8% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling