+285.9%
PCAR vs APD
+191.6%
+94.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.1% | +2.2% | -0.1% | +1.2% |
| 30D | -1.2% | +9.4% | -10.6% | -4.9% |
| 3M | -18.6% | +4.7% | -23.3% | -20.2% |
| 6M | -5.1% | +5.5% | -10.6% | -7.7% |
| YTD | -1.8% | +31.4% | -33.2% | -13.6% |
| 1Y | +10.6% | +24.1% | -13.5% | -0.5% |
| 3Y | +34.9% | +28.8% | +6.1% | +15.7% |
| 5Y | +114.0% | +15.8% | +98.2% | +88.8% |
| All | +285.9% | +191.6% | +94.3% | +71.9% |
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