-71.3%
APTV vs PCOR
-10.3%
-61.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -10.2% | +22.7% | -32.9% | -16.3% |
| 30D | -10.8% | +37.5% | -48.3% | -20.0% |
| 3M | -14.8% | +35.2% | -50.0% | -23.7% |
| 6M | -30.6% | +42.2% | -72.8% | -39.7% |
| YTD | -48.2% | +3.6% | -51.7% | -50.5% |
| 1Y | -52.0% | -4.8% | -47.2% | -52.7% |
| 3Y | -47.0% | +48.3% | -95.4% | -57.8% |
| 5Y | -77.5% | -20.1% | -57.4% | -81.2% |
| All | -71.3% | -10.3% | -61.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling