+276.9%
PCAR vs UL
+106.3%
+170.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +3.5% | +2.6% | +0.9% | +2.7% |
| 30D | -2.3% | +6.8% | -9.0% | -4.2% |
| 3M | -19.3% | +5.7% | -25.1% | -20.8% |
| 6M | -7.1% | +15.9% | -23.0% | -11.4% |
| YTD | -2.8% | +4.3% | -7.1% | -4.5% |
| 1Y | +9.3% | -0.4% | +9.7% | +8.8% |
| 3Y | +33.5% | +35.0% | -1.4% | +18.8% |
| 5Y | +112.6% | +31.6% | +81.0% | +87.4% |
| 10Y | +276.9% | +104.6% | +172.3% | +208.2% |
| All | +276.9% | +106.3% | +170.7% | +208.2% |
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