+82.5%
AEP vs PCAR
+66.6%
+16.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | -0.8% | -6.2% | +5.4% | -0.5% |
| 3M | -1.8% | +5.9% | -7.7% | -2.1% |
| 6M | -5.4% | +0.4% | -5.8% | -5.5% |
| YTD | +10.4% | +14.8% | -4.4% | +9.7% |
| 1Y | +18.2% | +30.1% | -11.9% | +16.7% |
| All | +82.5% | +66.6% | +16.0% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling