+247.7%
APH vs PCAR
+34.2%
+213.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.8% | -8.8% |
| 7D | -12.7% | +2.2% | -14.9% | -13.5% |
| 30D | -19.2% | -4.4% | -14.8% | -18.0% |
| 3M | -16.7% | -21.4% | +4.7% | -8.6% |
| 6M | +5.1% | -7.3% | +12.5% | +7.4% |
| YTD | +6.6% | -3.8% | +10.3% | +7.3% |
| 1Y | +3.9% | +6.3% | -2.4% | +0.7% |
| All | +247.7% | +34.2% | +213.5% | +175.2% |
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