+211.7%
AEP vs PCAR
+293.9%
-82.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | +0.7% |
| 7D | +0.7% | +2.2% | -1.5% | +0.4% |
| 30D | +4.8% | +0.3% | +4.5% | +4.7% |
| 3M | +5.4% | -17.9% | +23.3% | +8.5% |
| 6M | +0.4% | -3.4% | +3.8% | +0.6% |
| YTD | +15.5% | -0.1% | +15.6% | +14.9% |
| 1Y | +8.5% | +13.4% | -4.9% | +5.7% |
| 3Y | +84.6% | +37.2% | +47.4% | +70.0% |
| 5Y | +86.9% | +117.3% | -30.4% | +55.2% |
| All | +211.7% | +293.9% | -82.1% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling