-18.4%
APTV vs PSKY
-74.6%
+56.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.9% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | -6.1% | +11.6% | -17.6% | -8.8% |
| 3M | -33.0% | +1.5% | -34.5% | -33.6% |
| 6M | -35.2% | +7.7% | -42.9% | -37.3% |
| YTD | -40.1% | -20.1% | -20.0% | -38.2% |
| 1Y | -45.6% | -38.3% | -7.3% | -40.4% |
| 3Y | -54.4% | -17.7% | -36.6% | -57.8% |
| 5Y | -68.9% | -69.9% | +1.0% | -62.5% |
| All | -18.4% | -74.6% | +56.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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