+287.1%
PCAR vs UMC
+1,272.7%
-985.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +4.9% | +11.2% | -6.3% | +3.3% |
| 30D | -1.4% | -28.0% | +26.6% | +3.0% |
| 3M | -18.1% | -20.5% | +2.4% | -16.2% |
| 6M | -4.0% | -1.6% | -2.4% | -6.7% |
| YTD | -1.5% | +99.4% | -100.8% | -16.4% |
| 1Y | +13.2% | +120.4% | -107.2% | -5.7% |
| 3Y | +35.8% | +134.2% | -98.4% | +10.2% |
| 5Y | +114.6% | +78.8% | +35.8% | +77.9% |
| All | +287.1% | +1,272.7% | -985.6% | +103.6% |
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