+61.8%
PCAR vs UMC
+252.5%
-190.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -2.3% |
| 7D | 0.0% | +6.6% | -6.6% | -0.7% |
| 30D | -7.7% | +16.6% | -24.3% | -9.4% |
| 3M | +3.7% | +11.0% | -7.3% | +1.2% |
| 6M | +2.3% | +131.3% | -129.0% | -10.7% |
| YTD | +12.8% | +182.5% | -169.7% | -6.5% |
| 1Y | +27.8% | +222.3% | -194.5% | +2.7% |
| 3Y | +61.8% | +253.0% | -191.2% | +20.7% |
| All | +61.8% | +252.5% | -190.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling