+9.5%
PCAR vs UL
-0.5%
+10.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +2.9% | +0.3% | +2.7% | +2.8% |
| 30D | -2.1% | +7.0% | -9.1% | -3.6% |
| 3M | -20.4% | +5.8% | -26.2% | -21.4% |
| 6M | -7.0% | +16.1% | -23.1% | -10.0% |
| YTD | -2.6% | +4.5% | -7.1% | -2.2% |
| All | +9.5% | -0.5% | +10.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling