+31.8%
PCAR vs UL
+35.9%
-4.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.0% |
| 7D | +0.1% | +1.1% | -1.1% | -0.1% |
| 30D | -4.6% | +8.2% | -12.8% | -5.7% |
| 3M | -22.6% | +4.5% | -27.1% | -23.1% |
| 6M | -12.0% | +12.6% | -24.5% | -13.4% |
| YTD | -6.1% | +3.5% | -9.6% | -6.6% |
| 1Y | +6.3% | -0.4% | +6.8% | +6.2% |
| 3Y | +31.8% | +36.0% | -4.2% | +28.1% |
| All | +31.8% | +35.9% | -4.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling