+8,200.6%
USB vs PCAR
+13,042.4%
-4,841.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.2% |
| 7D | +2.4% | +3.7% | -1.3% | +0.9% |
| 30D | +6.6% | -2.9% | +9.5% | +7.9% |
| 3M | -4.1% | -21.7% | +17.6% | +6.2% |
| 6M | +12.5% | -6.6% | +19.1% | +15.2% |
| YTD | +17.6% | -2.2% | +19.9% | +17.7% |
| 1Y | +36.5% | +12.2% | +24.3% | +28.7% |
| 3Y | +95.4% | +36.5% | +58.9% | +67.7% |
| 5Y | +26.1% | +113.5% | -87.4% | -10.3% |
| 10Y | +101.3% | +319.4% | -218.2% | +9.4% |
| All | +8,200.6% | +13,042.4% | -4,841.7% | +1,646.9% |
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