+35.0%
PCAR vs APD
+13.4%
+21.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -0.9% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | -4.4% | +10.1% | -14.5% | -6.3% |
| 3M | -21.4% | +4.9% | -26.3% | -22.2% |
| 6M | -7.3% | +2.5% | -9.8% | -8.0% |
| YTD | -3.8% | +27.8% | -31.6% | -9.2% |
| 1Y | +6.3% | +32.9% | -26.6% | -0.9% |
| All | +35.0% | +13.4% | +21.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling