+359.1%
PCAR vs UL
+65.6%
+293.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | -7.7% | +0.9% | -8.6% | -8.0% |
| 3M | +3.7% | +14.2% | -10.5% | -0.5% |
| 6M | +2.3% | -3.2% | +5.5% | +2.9% |
| YTD | +12.8% | -0.3% | +13.1% | +12.4% |
| 1Y | +27.8% | -8.8% | +36.5% | +30.5% |
| 3Y | +61.8% | +23.9% | +37.9% | +48.1% |
| 5Y | +168.2% | +21.4% | +146.8% | +143.1% |
| 10Y | +359.1% | +66.7% | +292.4% | +310.0% |
| All | +359.1% | +65.6% | +293.5% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling