+172.3%
PCAR vs APA
+156.4%
+15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 3M | +5.9% | +12.7% | -6.8% | +3.4% |
| 6M | +0.4% | +39.4% | -39.0% | -6.9% |
| YTD | +14.8% | +79.0% | -64.1% | +1.1% |
| 1Y | +30.1% | +88.8% | -58.7% | +12.6% |
| 3Y | +66.7% | +6.4% | +60.3% | +53.9% |
| All | +172.3% | +156.4% | +15.9% | +104.3% |
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