+5,792.8%
PCAR vs UMC
+259.6%
+5,533.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.0% |
| 7D | -0.5% | +5.0% | -5.5% | -1.8% |
| 30D | -6.2% | +7.7% | -13.9% | -8.2% |
| 3M | +5.9% | +1.7% | +4.2% | +3.0% |
| 6M | +0.4% | +113.9% | -113.5% | -21.2% |
| YTD | +14.8% | +168.9% | -154.1% | -16.7% |
| 1Y | +30.1% | +207.2% | -177.1% | -9.3% |
| 3Y | +66.7% | +227.7% | -161.0% | +11.6% |
| 5Y | +166.1% | +118.0% | +48.1% | +92.3% |
| 10Y | +353.7% | +1,682.1% | -1,328.5% | +58.9% |
| All | +5,792.8% | +259.6% | +5,533.2% | +1,860.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling