-37.5%
APH vs PCAR
+0.7%
-38.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.2% | -48.0% |
| 7D | -48.7% | -1.5% | -47.3% | -48.4% |
| 30D | -51.9% | -6.2% | -45.7% | -50.2% |
| 3M | -43.6% | +5.9% | -49.5% | -46.7% |
| 6M | -37.5% | +0.4% | -37.9% | -39.0% |
| All | -37.5% | +0.7% | -38.2% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling