+13.4%
PCAR vs URI
+36.3%
-22.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.7% | +1.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | +0.3% | +9.1% | -8.7% | -1.9% |
| 3M | -17.9% | +1.0% | -18.9% | -18.4% |
| 6M | -3.4% | +23.3% | -26.8% | -8.3% |
| YTD | -0.1% | +43.3% | -43.4% | -11.1% |
| 1Y | +13.4% | +35.9% | -22.5% | +4.7% |
| All | +13.4% | +36.3% | -22.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling