-26.7%
APTV vs PR
+65.1%
-91.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -4.3% | -9.5% | +5.2% | -2.8% |
| 30D | -9.7% | -5.7% | -4.0% | -8.9% |
| 3M | -20.6% | +3.0% | -23.5% | -21.3% |
| 6M | -31.7% | +11.8% | -43.5% | -33.5% |
| YTD | -48.0% | +58.5% | -106.5% | -52.5% |
| 1Y | -52.1% | +69.9% | -122.0% | -56.8% |
| 3Y | -47.9% | +84.9% | -132.8% | -54.3% |
| 5Y | -76.9% | +246.4% | -323.4% | -82.4% |
| 10Y | -26.7% | +70.3% | -97.0% | -56.9% |
| All | -26.7% | +65.1% | -91.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling