+37.7%
PCAR vs APA
+40.8%
-3.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.0% |
| 7D | +2.2% | +5.1% | -2.9% | +1.5% |
| 30D | +0.3% | +0.3% | 0.0% | 0.0% |
| 3M | -17.9% | +15.6% | -33.6% | -19.9% |
| 6M | -3.4% | +28.9% | -32.3% | -7.8% |
| YTD | -0.1% | +96.6% | -96.7% | -14.6% |
| 1Y | +13.4% | +95.5% | -82.1% | -3.1% |
| All | +37.7% | +40.8% | -3.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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