+178.7%
APTV vs PSLV
+44.9%
+133.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.0% | -3.5% | -1.6% | -4.5% |
| 30D | -6.1% | -2.1% | -3.9% | -5.9% |
| 3M | -33.0% | -1.6% | -31.3% | -33.1% |
| 6M | -35.2% | -25.5% | -9.7% | -32.5% |
| YTD | -40.1% | -11.4% | -28.7% | -41.1% |
| 1Y | -45.6% | +48.6% | -94.2% | -52.1% |
| 3Y | -54.4% | +166.9% | -221.2% | -64.8% |
| 5Y | -68.9% | +152.4% | -221.3% | -76.1% |
| 10Y | -17.2% | +187.8% | -205.0% | -40.2% |
| All | +178.7% | +44.9% | +133.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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