+293.0%
PCAR vs APTV
-26.1%
+319.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | +2.9% | -9.8% | +12.7% | +6.1% |
| 30D | -2.1% | -8.9% | +6.7% | +0.5% |
| 3M | -20.4% | -19.5% | -0.9% | -15.3% |
| 6M | -7.0% | -31.1% | +24.1% | +2.3% |
| YTD | -2.6% | -47.5% | +44.9% | +15.5% |
| 1Y | +9.8% | -52.3% | +62.1% | +34.0% |
| 3Y | +37.3% | -45.2% | +82.4% | +55.2% |
| 5Y | +116.4% | -76.9% | +193.3% | +208.4% |
| 10Y | +293.0% | -25.1% | +318.0% | +275.1% |
| All | +293.0% | -26.1% | +319.1% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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