-71.2%
APTV vs PCOR
-9.2%
-62.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.3% | +20.7% | -25.0% | -10.3% |
| 30D | -9.7% | +35.7% | -45.3% | -18.6% |
| 3M | -20.6% | +31.1% | -51.6% | -28.1% |
| 6M | -31.7% | +43.1% | -74.8% | -40.8% |
| YTD | -48.0% | +4.8% | -52.8% | -50.5% |
| 1Y | -52.1% | -3.7% | -48.4% | -53.0% |
| 3Y | -47.9% | +46.5% | -94.4% | -58.2% |
| 5Y | -76.9% | -17.3% | -59.6% | -80.8% |
| All | -71.2% | -9.2% | -62.0% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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