+6.3%
PCAR vs USAR
-51.6%
+57.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.3% | -2.9% |
| 7D | +0.1% | -14.5% | +14.6% | +0.7% |
| 30D | -4.6% | -37.8% | +33.3% | -2.7% |
| 3M | -22.6% | -52.8% | +30.2% | -20.1% |
| 6M | -12.0% | -71.2% | +59.3% | -7.7% |
| YTD | -6.1% | -30.9% | +24.8% | -5.3% |
| 1Y | +6.3% | -48.0% | +54.3% | +7.3% |
| All | +6.3% | -51.6% | +57.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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