+293.0%
PCAR vs APD
+192.6%
+100.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.8% |
| 7D | +2.9% | -1.6% | +4.5% | +3.6% |
| 30D | -2.1% | +10.6% | -12.7% | -6.2% |
| 3M | -20.4% | +2.5% | -22.9% | -21.3% |
| 6M | -7.0% | +6.0% | -12.9% | -9.7% |
| YTD | -2.6% | +28.4% | -31.1% | -13.6% |
| 1Y | +9.8% | +22.2% | -12.4% | -0.7% |
| 3Y | +37.3% | +26.6% | +10.7% | +18.5% |
| 5Y | +116.4% | +11.8% | +104.7% | +94.0% |
| 10Y | +293.0% | +187.8% | +105.2% | +72.9% |
| All | +293.0% | +192.6% | +100.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling