+13.4%
PCAR vs URI
+36.1%
-22.7%
-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% | +2.4% | -0.2% | +1.6% |
| 30D | +0.3% | +8.9% | -8.6% | -1.9% |
| 3M | -17.9% | +0.8% | -18.7% | -18.4% |
| 6M | -3.4% | +23.1% | -26.5% | -8.2% |
| YTD | -0.1% | +43.1% | -43.2% | -11.0% |
| 1Y | +13.4% | +35.7% | -22.3% | +4.8% |
| All | +13.4% | +36.1% | -22.7% | +4.8% |
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