-44.3%
APTV vs PTC
-37.6%
-6.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -4.4% |
| 7D | +2.0% | -12.8% | +14.8% | +2.5% |
| 30D | -7.7% | -9.8% | +2.1% | -7.4% |
| 3M | -34.0% | -2.1% | -31.9% | -33.8% |
| 6M | -37.1% | -18.1% | -19.0% | -33.7% |
| YTD | -39.9% | -23.5% | -16.4% | -35.1% |
| All | -44.3% | -37.6% | -6.7% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling