-34.5%
UPS vs PCAR
+101.4%
-135.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.3% |
| 7D | 0.0% | +0.1% | 0.0% | +0.1% |
| 30D | +17.3% | -4.6% | +21.9% | +20.1% |
| 3M | +6.6% | -22.6% | +29.2% | +21.0% |
| 6M | +12.0% | -12.0% | +24.0% | +18.5% |
| YTD | +14.4% | -6.1% | +20.5% | +16.9% |
| 1Y | +23.3% | +6.3% | +17.0% | +18.2% |
| 3Y | -9.6% | +31.8% | -41.4% | -25.2% |
| All | -34.5% | +101.4% | -135.9% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling