+446.2%
APP vs PCAR
+101.3%
+344.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.6% | +32.6% | +31.9% |
| 7D | +39.7% | +2.2% | +37.5% | +38.0% |
| 30D | +27.7% | -4.4% | +32.1% | +30.6% |
| 3M | -14.8% | -21.4% | +6.7% | -3.3% |
| 6M | -25.5% | -7.3% | -18.2% | -23.1% |
| YTD | -47.2% | -3.8% | -43.4% | -47.0% |
| 1Y | -42.3% | +6.3% | -48.6% | -45.6% |
| 3Y | +806.8% | +34.4% | +772.4% | +569.0% |
| 5Y | +261.6% | +109.2% | +152.4% | +86.1% |
| All | +446.2% | +101.3% | +344.9% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling