+175.1%
PAAS vs APTV
+194.6%
-19.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.4% | -3.0% |
| 7D | -2.9% | +4.8% | -7.7% | -3.9% |
| 30D | +6.8% | +2.0% | +4.8% | +6.2% |
| 3M | -2.9% | -34.2% | +31.4% | +5.6% |
| 6M | -16.4% | -34.7% | +18.2% | -9.6% |
| YTD | 0.0% | -37.0% | +37.0% | +8.9% |
| 1Y | +54.3% | -40.4% | +94.7% | +69.6% |
| 3Y | +230.7% | -54.1% | +284.8% | +274.5% |
| 5Y | +111.6% | -68.0% | +179.7% | +149.6% |
| 10Y | +211.7% | -15.5% | +227.2% | +181.0% |
| All | +175.1% | +194.6% | -19.5% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling