+10.8%
AEP vs PCAR
+12.4%
-1.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.8% |
| 7D | +0.8% | +3.7% | -2.8% | +0.5% |
| 30D | +7.9% | -2.9% | +10.9% | +8.2% |
| 3M | +1.5% | -21.7% | +23.2% | +3.3% |
| 6M | -2.6% | -6.6% | +4.1% | -2.2% |
| YTD | +14.7% | -2.2% | +16.9% | +15.3% |
| 1Y | +10.8% | +12.2% | -1.5% | +12.2% |
| All | +10.8% | +12.4% | -1.6% | +12.2% |
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