+179.9%
APTV vs PNC
+616.4%
-436.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.8% |
| 7D | +2.0% | +2.3% | -0.3% | +0.3% |
| 30D | -7.7% | -3.8% | -3.9% | -5.1% |
| 3M | -34.0% | +7.8% | -41.8% | -37.8% |
| 6M | -37.1% | +19.7% | -56.8% | -45.3% |
| YTD | -39.9% | +19.1% | -59.0% | -47.7% |
| 1Y | -44.4% | +23.1% | -67.6% | -53.0% |
| 3Y | -54.5% | +132.1% | -186.6% | -76.5% |
| 5Y | -69.1% | +52.2% | -121.3% | -78.2% |
| 10Y | -20.0% | +271.4% | -291.4% | -71.3% |
| All | +179.9% | +616.4% | -436.5% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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