+294.0%
PCAR vs URI
+1,374.0%
-1,080.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | +0.1% | -9.8% | +9.9% | +3.7% |
| 30D | -4.6% | +1.7% | -6.3% | -5.6% |
| 3M | -22.6% | -9.1% | -13.5% | -20.4% |
| 6M | -12.0% | +9.9% | -21.8% | -16.0% |
| YTD | -6.1% | +31.2% | -37.3% | -17.8% |
| 1Y | +6.3% | +25.9% | -19.6% | -5.5% |
| 3Y | +31.8% | +147.4% | -115.6% | -12.3% |
| 5Y | +104.2% | +179.7% | -75.6% | +25.0% |
| All | +294.0% | +1,374.0% | -1,080.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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