+90.5%
APH vs PCAR
+66.6%
+23.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.2% | -48.0% |
| 7D | -48.7% | -1.5% | -47.3% | -48.5% |
| 30D | -51.9% | -6.2% | -45.7% | -50.8% |
| 3M | -43.6% | +5.9% | -49.5% | -45.2% |
| 6M | -37.5% | +0.4% | -37.9% | -38.2% |
| YTD | -38.6% | +14.8% | -53.5% | -42.3% |
| 1Y | -26.3% | +30.1% | -56.4% | -34.2% |
| All | +90.5% | +66.6% | +23.9% | +43.4% |
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