+174.6%
APTV vs PSKY
-63.7%
+238.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +0.8% |
| 7D | +2.4% | -24.6% | +27.0% | +10.5% |
| 30D | +0.2% | -36.1% | +36.3% | +13.6% |
| 3M | -45.8% | -54.8% | +9.0% | -32.8% |
| 6M | -45.8% | -54.8% | +9.0% | -32.8% |
| YTD | -45.8% | -54.8% | +9.0% | -32.8% |
| 1Y | -46.3% | -58.4% | +12.1% | -32.0% |
| 3Y | -53.6% | -40.7% | -12.9% | -52.6% |
| 5Y | -73.4% | -80.0% | +6.6% | -62.8% |
| 10Y | -16.0% | -84.4% | +68.5% | -0.1% |
| All | +174.6% | -63.7% | +238.3% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling