+490.6%
PCAR vs URA
-31.1%
+521.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -6.2% | +7.4% | -13.6% | -8.2% |
| 3M | +5.9% | -8.4% | +14.3% | +7.7% |
| 6M | +0.4% | -12.7% | +13.1% | +2.7% |
| YTD | +14.8% | +7.8% | +7.0% | +9.9% |
| 1Y | +30.1% | +19.5% | +10.7% | +18.9% |
| 3Y | +66.7% | +116.4% | -49.8% | +21.9% |
| 5Y | +166.1% | +134.3% | +31.8% | +77.4% |
| 10Y | +353.7% | +359.3% | -5.6% | +115.6% |
| All | +490.6% | -31.1% | +521.7% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling