+3,808.8%
PCAR vs URI
+7,377.6%
-3,568.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.6% | +0.5% |
| 7D | +2.2% | -12.9% | +15.1% | +6.1% |
| 30D | -4.4% | -3.4% | -1.0% | -3.7% |
| 3M | -21.4% | -10.0% | -11.4% | -19.4% |
| 6M | -7.3% | +12.2% | -19.5% | -11.0% |
| YTD | -3.8% | +29.8% | -33.5% | -12.6% |
| 1Y | +6.3% | +24.6% | -18.3% | -2.4% |
| 3Y | +34.4% | +137.6% | -103.2% | +0.7% |
| 5Y | +109.2% | +176.6% | -67.4% | +47.1% |
| 10Y | +312.9% | +1,402.6% | -1,089.7% | +70.9% |
| All | +3,808.8% | +7,377.6% | -3,568.8% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling