-3.4%
PCAR vs UL
+16.0%
-19.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.7% |
| 7D | +2.2% | -1.7% | +3.9% | +2.6% |
| 30D | +0.3% | +4.5% | -4.2% | -0.4% |
| 3M | -17.9% | +5.5% | -23.4% | -18.6% |
| 6M | -3.4% | +17.0% | -20.4% | -3.2% |
| All | -3.4% | +16.0% | -19.4% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling