+710.5%
PCAR vs APTV
+194.6%
+515.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.9% |
| 7D | -0.5% | +4.8% | -5.3% | -2.1% |
| 30D | -6.2% | +2.0% | -8.2% | -7.0% |
| 3M | +5.9% | -34.2% | +40.1% | +20.6% |
| 6M | +0.4% | -34.7% | +35.1% | +13.3% |
| YTD | +14.8% | -37.0% | +51.8% | +30.7% |
| 1Y | +30.1% | -40.4% | +70.5% | +50.7% |
| 3Y | +66.7% | -54.1% | +120.8% | +103.2% |
| 5Y | +166.1% | -68.0% | +234.1% | +253.4% |
| 10Y | +353.7% | -15.5% | +369.2% | +265.8% |
| All | +710.5% | +194.6% | +515.9% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling