+116.4%
PCAR vs UMC
+71.9%
+44.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.8% | +2.7% |
| 7D | +2.9% | -9.2% | +12.1% | +4.0% |
| 30D | -2.1% | -35.1% | +33.0% | +3.4% |
| 3M | -20.4% | -20.5% | +0.1% | -18.7% |
| 6M | -7.0% | -1.7% | -5.2% | -10.2% |
| YTD | -2.6% | +92.8% | -95.4% | -18.7% |
| 1Y | +9.8% | +104.5% | -94.7% | -9.5% |
| 3Y | +37.3% | +129.8% | -92.6% | +7.9% |
| 5Y | +116.4% | +74.0% | +42.4% | +68.0% |
| All | +116.4% | +71.9% | +44.6% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling