+12,304.7%
PCAR vs APD
+6,189.3%
+6,115.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.6% |
| 7D | +0.1% | -3.7% | +3.7% | +2.2% |
| 30D | -4.6% | +9.6% | -14.2% | -9.3% |
| 3M | -22.6% | +1.6% | -24.2% | -23.5% |
| 6M | -12.0% | +2.2% | -14.1% | -13.8% |
| YTD | -6.1% | +25.9% | -32.0% | -18.6% |
| 1Y | +6.3% | +20.1% | -13.8% | -5.9% |
| 3Y | +31.8% | +12.4% | +19.4% | +15.1% |
| 5Y | +104.2% | +11.1% | +93.0% | +75.8% |
| 10Y | +302.9% | +190.1% | +112.8% | +86.7% |
| All | +12,304.7% | +6,189.3% | +6,115.4% | +1,054.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling