-19.1%
APTV vs PTC
+196.2%
-215.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.1% |
| 7D | -1.2% | -13.6% | +12.4% | +5.9% |
| 30D | -10.6% | -14.7% | +4.0% | -4.0% |
| 3M | -35.0% | -5.9% | -29.1% | -34.7% |
| 6M | -38.9% | -21.1% | -17.8% | -33.2% |
| YTD | -41.5% | -26.0% | -15.5% | -34.2% |
| 1Y | -45.8% | -36.8% | -9.0% | -33.8% |
| 3Y | -55.7% | -10.3% | -45.4% | -57.1% |
| 5Y | -70.1% | +1.2% | -71.3% | -73.3% |
| 10Y | -19.1% | +198.3% | -217.4% | -57.8% |
| All | -19.1% | +196.2% | -215.3% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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