+2,252.4%
AEP vs PCAR
+12,524.9%
-10,272.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +3.6% | -4.6% | +8.2% | +4.5% |
| 3M | +1.8% | -22.6% | +24.4% | +6.7% |
| 6M | -3.1% | -12.0% | +8.8% | -1.1% |
| YTD | +12.2% | -6.1% | +18.3% | +12.9% |
| 1Y | +9.1% | +6.3% | +2.8% | +7.1% |
| 3Y | +77.9% | +31.8% | +46.1% | +64.6% |
| 5Y | +78.1% | +104.2% | -26.1% | +49.8% |
| 10Y | +187.8% | +302.9% | -115.1% | +105.8% |
| All | +2,252.4% | +12,524.9% | -10,272.5% | +788.8% |
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 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