+70.4%
PCAR vs APA
+5.6%
+64.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.6% |
| 7D | -0.5% | +0.5% | -1.1% | -0.6% |
| 30D | -6.2% | +23.4% | -29.6% | -9.2% |
| 3M | +5.9% | +12.7% | -6.8% | +3.7% |
| 6M | +0.4% | +39.4% | -39.0% | -7.1% |
| YTD | +14.8% | +79.0% | -64.1% | +0.2% |
| 1Y | +30.1% | +88.8% | -58.7% | +11.3% |
| All | +70.4% | +5.6% | +64.8% | +54.6% |
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