+844.5%
APH vs PCAR
+306.0%
+538.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.8% | -8.6% |
| 7D | -12.7% | +2.2% | -14.9% | -13.7% |
| 30D | -19.2% | -4.4% | -14.8% | -17.7% |
| 3M | -16.7% | -21.4% | +4.7% | -6.6% |
| 6M | +5.1% | -7.3% | +12.5% | +8.1% |
| YTD | +6.6% | -3.8% | +10.3% | +7.2% |
| 1Y | +3.9% | +6.3% | -2.4% | -0.7% |
| 3Y | +246.0% | +34.4% | +211.6% | +182.6% |
| 5Y | +268.0% | +109.2% | +158.8% | +132.6% |
| All | +844.5% | +306.0% | +538.5% | +372.3% |
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