+82.2%
UBER vs PCAR
+252.9%
-170.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | +11.1% | -6.2% | +17.3% | +14.8% |
| 3M | +4.9% | +5.9% | -1.0% | +1.2% |
| 6M | -1.2% | +0.4% | -1.6% | -2.4% |
| YTD | -7.3% | +14.8% | -22.1% | -15.4% |
| 1Y | -17.6% | +30.1% | -47.7% | -30.5% |
| 3Y | +61.1% | +66.7% | -5.6% | +12.0% |
| 5Y | +87.9% | +166.1% | -78.2% | -6.4% |
| All | +82.2% | +252.9% | -170.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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