+26.1%
USB vs PCAR
+111.6%
-85.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -0.3% |
| 7D | +2.4% | +3.7% | -1.3% | +0.4% |
| 30D | +6.6% | -2.9% | +9.5% | +8.2% |
| 3M | -4.1% | -21.7% | +17.6% | +9.4% |
| 6M | +12.5% | -6.6% | +19.1% | +15.7% |
| YTD | +17.6% | -2.2% | +19.9% | +17.0% |
| 1Y | +36.5% | +12.2% | +24.3% | +25.0% |
| 3Y | +95.4% | +36.5% | +58.9% | +50.9% |
| 5Y | +26.1% | +113.5% | -87.4% | -28.1% |
| All | +26.1% | +111.6% | -85.4% | -28.1% |
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 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