+364.4%
PCAR vs URA
+359.3%
+5.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | -6.2% | +7.4% | -13.6% | -7.8% |
| 3M | +5.9% | -8.4% | +14.3% | +7.4% |
| 6M | +0.4% | -12.7% | +13.1% | +2.3% |
| YTD | +14.8% | +7.8% | +7.0% | +11.0% |
| 1Y | +30.1% | +19.5% | +10.7% | +21.2% |
| 3Y | +66.7% | +116.4% | -49.8% | +29.4% |
| 5Y | +166.1% | +134.3% | +31.8% | +91.2% |
| All | +364.4% | +359.3% | +5.2% | +140.0% |
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