-25.1%
APTV vs PR
+66.7%
-91.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.4% |
| 7D | -9.8% | -12.4% | +2.6% | -7.8% |
| 30D | -8.9% | -6.6% | -2.3% | -8.0% |
| 3M | -19.5% | +7.5% | -27.0% | -20.8% |
| 6M | -31.1% | +10.8% | -41.9% | -32.8% |
| YTD | -47.5% | +57.0% | -104.6% | -52.1% |
| 1Y | -52.3% | +67.9% | -120.2% | -57.0% |
| 3Y | -45.2% | +87.6% | -132.8% | -52.0% |
| 5Y | -76.9% | +220.4% | -297.2% | -82.1% |
| 10Y | -25.1% | +64.8% | -89.9% | -56.0% |
| All | -25.1% | +66.7% | -91.8% | -56.0% |
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