+32.8%
USB vs PCAR
+10.0%
+22.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | -1.5% | +2.2% | -3.6% | -2.3% |
| 30D | +4.3% | -4.4% | +8.7% | +6.1% |
| 3M | -6.1% | -21.4% | +15.3% | +3.1% |
| 6M | +9.4% | -7.3% | +16.7% | +12.0% |
| YTD | +15.2% | -3.8% | +18.9% | +13.9% |
| 1Y | +32.8% | +6.3% | +26.5% | +25.1% |
| All | +32.8% | +10.0% | +22.8% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling