+13,096.5%
PCAR vs UL
+2,729.0%
+10,367.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.9% |
| 7D | +2.2% | -1.7% | +3.9% | +3.0% |
| 30D | +0.3% | +4.5% | -4.2% | -1.7% |
| 3M | -17.9% | +5.5% | -23.4% | -20.0% |
| 6M | -3.4% | +17.0% | -20.4% | -10.6% |
| YTD | -0.1% | +3.2% | -3.3% | -2.6% |
| 1Y | +13.4% | -1.9% | +15.3% | +12.9% |
| 3Y | +37.2% | +33.6% | +3.6% | +16.3% |
| 5Y | +117.3% | +31.5% | +85.9% | +81.2% |
| 10Y | +295.0% | +103.9% | +191.0% | +154.2% |
| All | +13,096.5% | +2,729.0% | +10,367.4% | +2,787.7% |
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