-25.5%
APP vs PCAR
-8.5%
-17.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.6% | +32.6% | +31.5% |
| 7D | +39.7% | +2.2% | +37.5% | +38.1% |
| 30D | +27.7% | -4.4% | +32.1% | +28.8% |
| 3M | -14.8% | -21.4% | +6.7% | -8.9% |
| 6M | -25.5% | -7.3% | -18.2% | -19.1% |
| All | -25.5% | -8.5% | -17.1% | -19.1% |
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