+12,304.7%
PCAR vs UL
+2,738.5%
+9,566.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.3% |
| 7D | +0.1% | +1.1% | -1.1% | -0.4% |
| 30D | -4.6% | +8.2% | -12.8% | -8.0% |
| 3M | -22.6% | +4.5% | -27.1% | -24.3% |
| 6M | -12.0% | +12.6% | -24.5% | -17.1% |
| YTD | -6.1% | +3.5% | -9.6% | -8.6% |
| 1Y | +6.3% | -0.4% | +6.8% | +5.1% |
| 3Y | +31.8% | +36.0% | -4.2% | +10.8% |
| 5Y | +104.2% | +30.9% | +73.2% | +70.6% |
| 10Y | +302.9% | +97.5% | +205.4% | +163.2% |
| All | +12,304.7% | +2,738.5% | +9,566.2% | +2,610.4% |
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