+13.4%
PCAR vs USAR
-52.4%
+65.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -1.9% | +2.2% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +0.3% | -30.1% | +30.4% | +1.8% |
| 3M | -17.9% | -56.3% | +38.4% | -15.0% |
| 6M | -3.4% | -68.6% | +65.2% | +0.9% |
| YTD | -0.1% | -30.5% | +30.4% | +0.5% |
| 1Y | +13.4% | -53.5% | +66.9% | +14.9% |
| All | +13.4% | -52.4% | +65.8% | +14.9% |
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