+527.5%
APP vs PCAR
+106.1%
+421.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +4.6% | +4.9% | -0.4% | +2.0% |
| 30D | +56.0% | -1.4% | +57.5% | +56.9% |
| 3M | +30.8% | -18.1% | +49.0% | +45.0% |
| 6M | -9.8% | -4.0% | -5.8% | -8.5% |
| YTD | -39.3% | -1.5% | -37.8% | -39.9% |
| 1Y | -26.4% | +13.2% | -39.6% | -33.2% |
| 3Y | +887.9% | +35.8% | +852.1% | +625.7% |
| 5Y | +264.1% | +114.6% | +149.5% | +84.6% |
| All | +527.5% | +106.1% | +421.3% | +199.6% |
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