+364.4%
PCAR vs APD
+164.4%
+200.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -0.5% | -2.2% | +1.7% | +0.4% |
| 30D | -6.2% | +2.1% | -8.3% | -7.2% |
| 3M | +5.9% | +7.2% | -1.3% | +2.3% |
| 6M | +0.4% | +11.2% | -10.8% | -4.8% |
| YTD | +14.8% | +24.4% | -9.6% | +3.4% |
| 1Y | +30.1% | +6.7% | +23.4% | +24.6% |
| 3Y | +66.6% | +9.2% | +57.4% | +53.5% |
| 5Y | +166.1% | +27.4% | +138.8% | +121.6% |
| All | +364.4% | +164.4% | +200.0% | +126.4% |
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