-65.1%
APTV vs PCOR
-30.9%
-34.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.3% | +4.4% |
| 7D | +4.8% | -9.0% | +13.8% | +8.0% |
| 30D | +2.0% | +4.2% | -2.2% | +0.2% |
| 3M | -34.2% | +14.4% | -48.7% | -37.9% |
| 6M | -34.7% | +0.2% | -34.8% | -36.2% |
| YTD | -37.0% | -20.3% | -16.7% | -34.0% |
| 1Y | -40.4% | -16.1% | -24.3% | -39.2% |
| 3Y | -54.1% | -14.7% | -39.4% | -55.6% |
| 5Y | -68.0% | -43.2% | -24.9% | -70.7% |
| All | -65.1% | -30.9% | -34.1% | -67.4% |
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