+41.2%
USB vs PCAR
+168.1%
-126.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.7% |
| 30D | -1.3% | -6.2% | +4.9% | +2.1% |
| 3M | +15.2% | +5.9% | +9.3% | +11.0% |
| 6M | +18.8% | +0.4% | +18.4% | +17.5% |
| YTD | +21.0% | +14.8% | +6.2% | +10.4% |
| 1Y | +34.0% | +30.1% | +3.9% | +13.2% |
| 3Y | +95.3% | +66.7% | +28.7% | +35.6% |
| All | +41.2% | +168.1% | -126.9% | -28.0% |
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