+391.7%
APP vs PCAR
+140.2%
+251.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -23.3% | -6.2% | -17.0% | -20.6% |
| 3M | -42.6% | +5.9% | -48.5% | -44.5% |
| 6M | -33.6% | +0.4% | -34.0% | -34.4% |
| YTD | -52.4% | +14.8% | -67.3% | -56.5% |
| 1Y | -35.9% | +30.1% | -66.0% | -46.0% |
| 3Y | +642.2% | +66.7% | +575.6% | +385.7% |
| 5Y | +311.1% | +166.1% | +144.9% | +86.4% |
| All | +391.7% | +140.2% | +251.4% | +116.9% |
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