+106.6%
PCAR vs URA
+33.4%
+73.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -3.1% |
| 7D | +0.1% | -4.1% | +4.2% | +0.7% |
| 30D | -4.6% | -19.0% | +14.4% | -1.3% |
| 3M | -22.6% | -25.1% | +2.6% | -19.1% |
| 6M | -12.0% | -44.5% | +32.5% | -3.6% |
| YTD | -6.1% | -24.3% | +18.2% | -3.0% |
| 1Y | +6.3% | -28.1% | +34.4% | +10.5% |
| 3Y | +31.8% | +40.7% | -8.9% | +16.0% |
| All | +106.6% | +33.4% | +73.2% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling