+367.9%
PCAR vs APTV
-21.3%
+389.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | -6.9% | -10.6% | +3.8% | -3.8% |
| 3M | +2.1% | -35.0% | +37.1% | +15.2% |
| 6M | +1.6% | -38.9% | +40.5% | +15.7% |
| YTD | +12.2% | -41.5% | +53.7% | +29.0% |
| 1Y | +28.0% | -45.8% | +73.9% | +50.6% |
| 3Y | +61.0% | -55.7% | +116.7% | +94.4% |
| 5Y | +163.9% | -70.1% | +234.0% | +247.2% |
| 10Y | +367.9% | -19.1% | +387.0% | +339.5% |
| All | +367.9% | -21.3% | +389.2% | +339.5% |
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