-35.5%
APTV vs PR
+152.6%
-188.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.8% |
| 7D | -10.2% | -16.4% | +6.2% | -7.6% |
| 30D | -10.8% | -1.9% | -8.9% | -10.7% |
| 3M | -14.8% | +8.0% | -22.8% | -16.3% |
| 6M | -30.6% | +4.1% | -34.7% | -31.6% |
| YTD | -48.2% | +58.7% | -106.9% | -52.7% |
| 1Y | -52.0% | +75.8% | -127.8% | -56.9% |
| 3Y | -47.0% | +73.2% | -120.2% | -52.9% |
| 5Y | -77.5% | +230.1% | -307.6% | -82.6% |
| 10Y | -27.0% | +67.4% | -94.3% | -58.3% |
| All | -35.5% | +152.6% | -188.0% | -61.6% |
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