+193.5%
APTV vs PSKY
-43.2%
+236.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +2.0% | +24.0% | -22.0% | -4.1% |
| 3M | -34.2% | +2.2% | -36.4% | -35.0% |
| 6M | -34.7% | -9.0% | -25.7% | -33.9% |
| YTD | -37.0% | -18.1% | -18.8% | -35.2% |
| 1Y | -40.4% | -25.1% | -15.3% | -38.3% |
| 3Y | -54.1% | -16.3% | -37.8% | -58.2% |
| 5Y | -68.0% | -70.4% | +2.3% | -60.7% |
| 10Y | -15.5% | -74.2% | +58.6% | -16.0% |
| All | +193.5% | -43.2% | +236.7% | +85.4% |
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