+44.3%
UPS vs PCAR
+326.7%
-282.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.7% |
| 7D | +1.1% | +2.9% | -1.8% | -0.2% |
| 30D | +17.3% | -2.1% | +19.5% | +18.5% |
| 3M | +7.9% | -20.4% | +28.2% | +20.4% |
| 6M | +13.7% | -7.0% | +20.7% | +17.1% |
| YTD | +17.2% | -2.6% | +19.8% | +17.8% |
| 1Y | +23.2% | +9.8% | +13.5% | +16.6% |
| 3Y | -5.9% | +37.3% | -43.1% | -22.1% |
| 5Y | -33.1% | +116.4% | -149.5% | -56.6% |
| 10Y | +44.3% | +293.0% | -248.6% | -28.7% |
| All | +44.3% | +326.7% | -282.3% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling