+106.6%
PCAR vs APA
+71.7%
+35.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.1% | -2.8% |
| 7D | +0.1% | -15.5% | +15.6% | +2.5% |
| 30D | -4.6% | +2.4% | -7.0% | -5.2% |
| 3M | -22.6% | +22.8% | -45.4% | -25.5% |
| 6M | -12.0% | +17.9% | -29.9% | -15.1% |
| YTD | -6.1% | +87.7% | -93.8% | -18.3% |
| 1Y | +6.3% | +94.2% | -87.9% | -8.3% |
| 3Y | +31.8% | +27.2% | +4.6% | +17.6% |
| All | +106.6% | +71.7% | +35.0% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling