+562.8%
PCAR vs APTV
+142.3%
+420.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.0% | -1.3% |
| 7D | +0.1% | -10.2% | +10.3% | +3.6% |
| 30D | -4.6% | -10.8% | +6.2% | -1.0% |
| 3M | -22.6% | -14.8% | -7.8% | -18.7% |
| 6M | -12.0% | -30.6% | +18.6% | -2.6% |
| YTD | -6.1% | -48.2% | +42.1% | +13.7% |
| 1Y | +6.3% | -52.0% | +58.3% | +32.1% |
| 3Y | +31.8% | -47.0% | +78.8% | +52.4% |
| 5Y | +104.2% | -77.5% | +181.6% | +205.9% |
| 10Y | +302.9% | -27.0% | +329.9% | +237.6% |
| All | +562.8% | +142.3% | +420.5% | +173.3% |
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