-77.5%
APTV vs PR
+273.3%
-350.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -1.7% | +6.0% | -7.7% | -3.1% |
| 30D | -11.6% | -4.2% | -7.4% | -11.0% |
| 3M | -21.2% | +10.0% | -31.2% | -23.5% |
| 6M | -28.5% | +15.6% | -44.1% | -31.8% |
| YTD | -49.1% | +68.2% | -117.3% | -56.4% |
| 1Y | -52.2% | +79.2% | -131.4% | -59.9% |
| 3Y | -48.6% | +94.9% | -143.5% | -58.8% |
| All | -77.5% | +273.3% | -350.8% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling