+4,905.4%
PCAR vs UMC
+160.4%
+4,745.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +3.8% | -8.3% | +12.1% | +5.6% |
| 30D | -2.0% | -34.5% | +32.5% | +8.3% |
| 3M | -19.1% | -20.0% | +0.9% | -15.8% |
| 6M | -6.8% | -0.7% | -6.1% | -11.1% |
| YTD | -2.5% | +94.7% | -97.2% | -24.3% |
| 1Y | +9.7% | +106.0% | -96.3% | -16.2% |
| 3Y | +34.0% | +124.3% | -90.3% | -2.4% |
| 5Y | +113.3% | +78.0% | +35.4% | +60.1% |
| 10Y | +278.2% | +1,225.9% | -947.7% | +40.8% |
| All | +4,905.4% | +160.4% | +4,745.0% | +1,681.6% |
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 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