+13.2%
PCAR vs APD
+25.0%
-11.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | +3.8% | +1.1% | +4.1% |
| 30D | -1.4% | +8.2% | -9.6% | -2.9% |
| 3M | -18.1% | +4.3% | -22.4% | -18.8% |
| 6M | -4.0% | +4.7% | -8.7% | -5.1% |
| YTD | -1.5% | +31.5% | -33.0% | -7.9% |
| 1Y | +13.2% | +23.5% | -10.4% | +7.8% |
| All | +13.2% | +25.0% | -11.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling