-40.4%
APTV vs PPG
+5.2%
-45.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.2% |
| 7D | +4.8% | -1.5% | +6.3% | +5.6% |
| 30D | +2.0% | -5.0% | +7.0% | +4.6% |
| 3M | -34.2% | +1.1% | -35.4% | -35.3% |
| 6M | -34.7% | -3.2% | -31.5% | -34.6% |
| YTD | -37.0% | +11.9% | -48.9% | -42.4% |
| 1Y | -40.4% | +5.3% | -45.7% | -44.6% |
| All | -40.4% | +5.2% | -45.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling