+500.0%
APP vs PCAR
+96.4%
+403.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +11.1% |
| 7D | +71.2% | +0.1% | +71.1% | +70.6% |
| 30D | +39.1% | -4.6% | +43.6% | +42.1% |
| 3M | +16.5% | -22.6% | +39.1% | +32.9% |
| 6M | -16.6% | -12.0% | -4.6% | -11.5% |
| YTD | -41.9% | -6.1% | -35.8% | -41.1% |
| 1Y | -37.0% | +6.3% | -43.4% | -40.8% |
| 3Y | +892.4% | +31.8% | +860.7% | +637.7% |
| 5Y | +297.3% | +104.2% | +193.1% | +106.7% |
| All | +500.0% | +96.4% | +403.6% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling