+294.0%
PCAR vs APD
+185.9%
+108.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | +0.1% | -3.7% | +3.7% | +1.7% |
| 30D | -4.6% | +9.6% | -14.2% | -8.2% |
| 3M | -22.6% | +1.6% | -24.2% | -23.2% |
| 6M | -12.0% | +2.2% | -14.1% | -13.3% |
| YTD | -6.1% | +25.9% | -32.0% | -15.9% |
| 1Y | +6.3% | +20.1% | -13.8% | -3.2% |
| 3Y | +31.8% | +12.4% | +19.4% | +19.8% |
| 5Y | +104.2% | +11.1% | +93.0% | +83.0% |
| All | +294.0% | +185.9% | +108.1% | +77.5% |
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