-69.3%
APTV vs PPG
-24.1%
-45.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | -5.0% | -6.2% | +1.2% | 0.0% |
| 30D | -6.1% | -7.9% | +1.9% | +0.3% |
| 3M | -33.0% | -10.2% | -22.8% | -27.9% |
| 6M | -35.2% | +2.7% | -37.9% | -38.2% |
| YTD | -40.1% | +4.9% | -45.0% | -44.5% |
| 1Y | -45.6% | -3.2% | -42.4% | -46.1% |
| 3Y | -54.4% | -17.0% | -37.4% | -48.6% |
| All | -69.3% | -24.1% | -45.2% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling