+276.9%
PCAR vs URA
+289.1%
-12.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | -2.3% | -14.8% | +12.5% | +0.9% |
| 3M | -19.3% | -25.3% | +6.0% | -14.7% |
| 6M | -7.1% | -39.9% | +32.8% | +2.4% |
| YTD | -2.8% | -22.4% | +19.6% | +0.4% |
| 1Y | +9.3% | -29.0% | +38.3% | +14.7% |
| 3Y | +33.5% | +41.0% | -7.5% | +14.1% |
| 5Y | +112.6% | +38.3% | +74.3% | +76.2% |
| 10Y | +276.9% | +276.1% | +0.9% | +103.7% |
| All | +276.9% | +289.1% | -12.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling