-48.6%
APTV vs PTC
+29.1%
-77.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -11.6% | +1.2% | -12.8% | -11.8% |
| 3M | -21.2% | +27.4% | -48.6% | -25.5% |
| 6M | -28.5% | +39.2% | -67.7% | -34.4% |
| YTD | -49.1% | +12.5% | -61.6% | -49.4% |
| 1Y | -52.2% | +12.3% | -64.5% | -52.4% |
| 3Y | -48.6% | +28.8% | -77.5% | -57.5% |
| All | -48.6% | +29.1% | -77.7% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling