+30.1%
PCAR vs UMC
+209.4%
-179.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.1% |
| 7D | -0.5% | +5.0% | -5.5% | -0.8% |
| 30D | -6.2% | +7.7% | -13.9% | -6.7% |
| 3M | +5.9% | +1.7% | +4.2% | +5.1% |
| 6M | +0.4% | +113.9% | -113.5% | -4.0% |
| YTD | +14.8% | +168.9% | -154.1% | +8.5% |
| 1Y | +30.1% | +207.2% | -177.1% | +25.8% |
| All | +30.1% | +209.4% | -179.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling