+15,068.3%
PCAR vs UL
+2,661.1%
+12,407.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -6.2% | +0.5% | -6.7% | -6.5% |
| 3M | +5.9% | +17.6% | -11.7% | -2.1% |
| 6M | +0.4% | -5.4% | +5.8% | +2.1% |
| YTD | +14.8% | +0.7% | +14.1% | +13.4% |
| 1Y | +30.1% | -9.3% | +39.4% | +34.3% |
| 3Y | +66.7% | +24.5% | +42.1% | +46.0% |
| 5Y | +166.1% | +23.2% | +142.9% | +129.0% |
| 10Y | +353.7% | +64.5% | +289.2% | +224.4% |
| All | +15,068.3% | +2,661.1% | +12,407.2% | +3,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling