+282.2%
APH vs PCAR
+101.4%
+180.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +5.2% |
| 7D | -5.9% | +0.1% | -6.0% | -6.1% |
| 30D | -14.8% | -4.6% | -10.2% | -13.4% |
| 3M | -12.4% | -22.6% | +10.1% | -2.1% |
| 6M | +8.1% | -12.0% | +20.0% | +13.3% |
| YTD | +10.9% | -6.1% | +17.0% | +12.7% |
| 1Y | +8.8% | +6.3% | +2.4% | +4.2% |
| 3Y | +262.1% | +31.8% | +230.3% | +196.0% |
| All | +282.2% | +101.4% | +180.8% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling