-55.4%
APTV vs PSKY
-21.8%
-33.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -2.0% |
| 7D | -1.2% | -6.8% | +5.7% | -0.3% |
| 30D | -10.6% | +10.2% | -20.9% | -11.7% |
| 3M | -35.0% | +0.3% | -35.3% | -35.1% |
| 6M | -38.9% | -7.8% | -31.1% | -38.5% |
| YTD | -41.5% | -23.0% | -18.5% | -39.9% |
| 1Y | -45.8% | -31.6% | -14.2% | -43.8% |
| All | -55.4% | -21.8% | -33.5% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling