+5,026.8%
PCAR vs UMC
+178.4%
+4,848.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.5% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +1.6% |
| 30D | +0.3% | -28.7% | +29.0% | +8.5% |
| 3M | -17.9% | -15.1% | -2.8% | -15.9% |
| 6M | -3.4% | +5.0% | -8.4% | -9.1% |
| YTD | -0.1% | +108.2% | -108.3% | -23.8% |
| 1Y | +13.4% | +121.7% | -108.3% | -15.0% |
| 3Y | +37.2% | +139.8% | -102.6% | -1.8% |
| 5Y | +117.3% | +85.1% | +32.2% | +61.5% |
| 10Y | +295.0% | +1,341.4% | -1,046.4% | +43.8% |
| All | +5,026.8% | +178.4% | +4,848.4% | +1,693.3% |
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