+1,059.7%
APH vs PCAR
+355.9%
+703.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.0% | -0.5% | +5.5% | +5.2% |
| 30D | -3.9% | -6.2% | +2.4% | -0.8% |
| 3M | +13.0% | +5.9% | +7.1% | +9.3% |
| 6M | +25.2% | +0.4% | +24.8% | +24.3% |
| YTD | +22.9% | +14.8% | +8.1% | +13.9% |
| 1Y | +47.8% | +30.1% | +17.7% | +27.9% |
| 3Y | +283.0% | +66.7% | +216.4% | +181.7% |
| 5Y | +349.7% | +166.1% | +183.5% | +152.5% |
| All | +1,059.7% | +355.9% | +703.8% | +405.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling