+172.4%
APTV vs PPG
+229.6%
-57.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -0.8% |
| 7D | -1.2% | -3.7% | +2.6% | +2.0% |
| 30D | -10.6% | -7.2% | -3.4% | -5.0% |
| 3M | -35.0% | -7.3% | -27.7% | -31.7% |
| 6M | -38.9% | +0.3% | -39.2% | -40.4% |
| YTD | -41.5% | +6.5% | -48.0% | -46.1% |
| 1Y | -45.8% | +0.5% | -46.3% | -47.8% |
| 3Y | -55.7% | -15.3% | -40.4% | -51.1% |
| 5Y | -70.1% | -22.9% | -47.2% | -64.6% |
| 10Y | -19.1% | +28.4% | -47.5% | -37.3% |
| All | +172.4% | +229.6% | -57.2% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling