+193.5%
APTV vs PTC
+578.6%
-385.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +5.8% |
| 7D | +4.8% | -10.3% | +15.1% | +9.8% |
| 30D | +2.0% | +1.1% | +0.9% | +0.8% |
| 3M | -34.2% | +1.6% | -35.8% | -36.2% |
| 6M | -34.7% | -13.5% | -21.2% | -32.0% |
| YTD | -37.0% | -19.1% | -17.9% | -32.6% |
| 1Y | -40.4% | -33.9% | -6.5% | -29.9% |
| 3Y | -54.1% | -3.9% | -50.2% | -56.4% |
| 5Y | -68.0% | +6.0% | -74.1% | -71.3% |
| 10Y | -15.5% | +223.7% | -239.3% | -55.4% |
| All | +193.5% | +578.6% | -385.2% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling