+116.1%
PAAS vs APTV
-69.4%
+185.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +0.3% |
| 7D | +2.0% | +2.0% | 0.0% | +1.5% |
| 30D | -0.1% | -7.7% | +7.6% | +1.5% |
| 3M | +8.2% | -34.0% | +42.2% | +17.9% |
| 6M | -13.8% | -37.1% | +23.3% | -5.7% |
| YTD | -0.6% | -39.9% | +39.3% | +9.5% |
| 1Y | +44.0% | -44.4% | +88.4% | +61.1% |
| 3Y | +246.6% | -54.5% | +301.1% | +294.3% |
| 5Y | +116.1% | -69.1% | +185.2% | +132.6% |
| All | +116.1% | -69.4% | +185.5% | +132.6% |
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