+12.4%
APH vs PCAR
-7.4%
+19.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -7.0% |
| 7D | -2.4% | +3.7% | -6.1% | -3.2% |
| 30D | -9.5% | -2.9% | -6.5% | -8.4% |
| 3M | -7.6% | -21.7% | +14.1% | +2.8% |
| 6M | +12.4% | -6.6% | +19.0% | +10.9% |
| All | +12.4% | -7.4% | +19.8% | +10.9% |
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 · 6 months rolling