-33.2%
APTV vs PR
+147.8%
-181.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -4.8% |
| 7D | -8.1% | -16.5% | +8.5% | -5.4% |
| 30D | -8.7% | -4.5% | -4.1% | -8.1% |
| 3M | -13.1% | +8.5% | -21.6% | -14.7% |
| 6M | -25.5% | -3.3% | -22.2% | -25.7% |
| YTD | -46.3% | +55.7% | -102.0% | -50.8% |
| 1Y | -51.1% | +82.0% | -133.2% | -56.5% |
| 3Y | -47.3% | +62.5% | -109.7% | -52.7% |
| 5Y | -76.7% | +223.9% | -300.6% | -81.9% |
| 10Y | -24.4% | +64.2% | -88.6% | -56.6% |
| All | -33.2% | +147.8% | -181.0% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling