+44.3%
UPS vs PCAR
+290.1%
-245.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.1% |
| 7D | -1.6% | +2.2% | -3.8% | -2.7% |
| 30D | +17.9% | +0.3% | +17.6% | +17.7% |
| 3M | +9.4% | -17.9% | +27.3% | +20.4% |
| 6M | +16.2% | -3.4% | +19.6% | +17.4% |
| YTD | +18.8% | -0.1% | +18.9% | +17.8% |
| 1Y | +26.1% | +13.4% | +12.7% | +17.4% |
| 3Y | -4.5% | +37.2% | -41.7% | -20.9% |
| 5Y | -33.2% | +117.3% | -150.6% | -56.9% |
| 10Y | +44.3% | +295.0% | -250.7% | -30.1% |
| All | +44.3% | +290.1% | -245.8% | -30.1% |
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