+109.2%
PCAR vs APD
+15.3%
+94.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -0.6% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | -4.4% | +10.1% | -14.5% | -7.3% |
| 3M | -21.4% | +4.9% | -26.3% | -22.7% |
| 6M | -7.3% | +2.5% | -9.8% | -8.4% |
| YTD | -3.8% | +27.8% | -31.6% | -12.0% |
| 1Y | +6.3% | +32.9% | -26.6% | -4.6% |
| 3Y | +34.4% | +13.4% | +21.0% | +26.7% |
| 5Y | +109.2% | +12.8% | +96.4% | +87.5% |
| All | +109.2% | +15.3% | +94.0% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling