+28.0%
PCAR vs UMC
+235.1%
-207.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.7% |
| 7D | -0.2% | +13.6% | -13.8% | -0.9% |
| 30D | -6.9% | +20.8% | -27.6% | -7.9% |
| 3M | +2.1% | +16.1% | -14.0% | +0.6% |
| 6M | +1.6% | +137.3% | -135.7% | -3.4% |
| YTD | +12.2% | +193.8% | -181.5% | +5.3% |
| 1Y | +28.0% | +236.1% | -208.0% | +21.6% |
| All | +28.0% | +235.1% | -207.1% | +21.6% |
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 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