-12.0%
PCAR vs APTV
-28.9%
+16.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.0% | -1.8% |
| 7D | +0.1% | -10.2% | +10.3% | +1.8% |
| 30D | -4.6% | -10.8% | +6.2% | -2.8% |
| 3M | -22.6% | -14.8% | -7.8% | -20.7% |
| 6M | -12.0% | -30.6% | +18.6% | -5.8% |
| All | -12.0% | -28.9% | +16.9% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling