+295.0%
PCAR vs UMC
+1,333.4%
-1,038.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.5% | +1.4% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | +0.3% | -28.7% | +29.0% | +5.0% |
| 3M | -17.9% | -15.1% | -2.8% | -16.8% |
| 6M | -3.4% | +5.0% | -8.4% | -7.0% |
| YTD | -0.1% | +108.2% | -108.3% | -15.8% |
| 1Y | +13.4% | +121.7% | -108.3% | -5.5% |
| 3Y | +37.2% | +139.8% | -102.6% | +11.0% |
| 5Y | +117.3% | +85.1% | +32.2% | +79.2% |
| 10Y | +295.0% | +1,341.4% | -1,046.4% | +106.5% |
| All | +295.0% | +1,333.4% | -1,038.4% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling