+394.9%
PCAR vs URA
-53.7%
+448.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -0.2% |
| 7D | +2.2% | -13.3% | +15.4% | +6.0% |
| 30D | -4.4% | -25.9% | +21.5% | +3.2% |
| 3M | -21.4% | -27.8% | +6.3% | -14.9% |
| 6M | -7.3% | -42.8% | +35.5% | +6.1% |
| YTD | -3.8% | -27.5% | +23.7% | +1.9% |
| 1Y | +6.3% | -35.1% | +41.4% | +15.5% |
| 3Y | +34.4% | +31.1% | +3.3% | +12.7% |
| 5Y | +109.2% | +29.8% | +79.5% | +67.8% |
| 10Y | +312.9% | +265.1% | +47.8% | +103.5% |
| All | +394.9% | -53.7% | +448.6% | +342.5% |
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