-54.5%
APTV vs PTC
-8.0%
-46.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -3.3% |
| 7D | +2.0% | -12.8% | +14.8% | +5.3% |
| 30D | -7.7% | -9.8% | +2.1% | -5.6% |
| 3M | -34.0% | -2.1% | -31.9% | -34.3% |
| 6M | -37.1% | -18.1% | -19.0% | -33.5% |
| YTD | -39.9% | -23.5% | -16.4% | -35.0% |
| 1Y | -44.4% | -37.4% | -7.1% | -35.1% |
| 3Y | -54.5% | -7.2% | -47.3% | -53.1% |
| All | -54.5% | -8.0% | -46.5% | -53.1% |
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