+803.3%
APP vs PCAR
+34.2%
+769.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.6% | +32.6% | +31.6% |
| 7D | +39.7% | +2.2% | +37.5% | +38.5% |
| 30D | +27.7% | -4.4% | +32.1% | +29.6% |
| 3M | -14.8% | -21.4% | +6.7% | -7.2% |
| 6M | -25.5% | -7.3% | -18.2% | -23.6% |
| YTD | -47.2% | -3.8% | -43.4% | -46.7% |
| 1Y | -42.3% | +6.3% | -48.6% | -44.1% |
| All | +803.3% | +34.2% | +769.1% | +401.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling