+227.0%
UPS vs PCAR
+5,369.7%
-5,142.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -3.5% | -6.2% | +2.7% | -1.3% |
| 3M | -5.7% | +5.9% | -11.6% | -7.9% |
| 6M | -4.4% | +0.4% | -4.8% | -4.8% |
| YTD | +8.0% | +14.8% | -6.8% | +2.3% |
| 1Y | +29.0% | +30.1% | -1.1% | +16.4% |
| 3Y | -27.7% | +66.7% | -94.4% | -40.8% |
| 5Y | -34.3% | +166.1% | -200.5% | -54.7% |
| 10Y | +37.8% | +353.7% | -315.9% | -22.3% |
| All | +227.0% | +5,369.7% | -5,142.7% | -3.9% |
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