+142.2%
APTV vs PTC
+845.9%
-703.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -4.3% | +1.3% | -5.6% | -4.8% |
| 30D | -9.7% | +1.1% | -10.7% | -10.1% |
| 3M | -20.6% | +30.1% | -50.7% | -31.3% |
| 6M | -31.7% | +34.0% | -65.7% | -42.9% |
| YTD | -48.0% | +12.8% | -60.8% | -53.2% |
| 1Y | -52.1% | +10.7% | -62.8% | -56.5% |
| 3Y | -47.9% | +29.6% | -77.5% | -57.4% |
| 5Y | -76.9% | +63.5% | -140.5% | -83.3% |
| 10Y | -26.7% | +316.7% | -343.4% | -66.4% |
| All | +142.2% | +845.9% | -703.7% | -16.5% |
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 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