+70.8%
PAAS vs APTV
-77.0%
+147.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +2.2% |
| 7D | +8.4% | -10.2% | +18.6% | +11.0% |
| 30D | -7.2% | -10.8% | +3.6% | -4.8% |
| 3M | -14.0% | -14.8% | +0.8% | -11.1% |
| 6M | -26.8% | -30.6% | +3.8% | -21.5% |
| YTD | -19.8% | -48.2% | +28.4% | -8.7% |
| 1Y | +22.8% | -52.0% | +74.8% | +41.9% |
| 3Y | +183.6% | -47.0% | +230.7% | +213.7% |
| All | +70.8% | -77.0% | +147.8% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling