+287.1%
PCAR vs UL
+109.3%
+177.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -1.4% | +4.5% | -5.9% | -2.7% |
| 3M | -18.1% | +6.5% | -24.6% | -19.7% |
| 6M | -4.0% | +18.2% | -22.2% | -9.0% |
| YTD | -1.5% | +4.7% | -6.1% | -3.3% |
| 1Y | +13.2% | +0.8% | +12.4% | +12.2% |
| 3Y | +35.8% | +35.9% | -0.1% | +20.5% |
| 5Y | +114.6% | +33.4% | +81.2% | +88.2% |
| All | +287.1% | +109.3% | +177.8% | +215.3% |
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