+120.6%
PAAS vs APTV
+142.3%
-21.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +2.2% |
| 7D | +8.4% | -10.2% | +18.6% | +10.9% |
| 30D | -7.2% | -10.8% | +3.6% | -4.9% |
| 3M | -14.0% | -14.8% | +0.8% | -11.2% |
| 6M | -26.8% | -30.6% | +3.8% | -21.7% |
| YTD | -19.8% | -48.2% | +28.4% | -9.1% |
| 1Y | +22.8% | -52.0% | +74.8% | +41.4% |
| 3Y | +183.6% | -47.0% | +230.7% | +212.3% |
| 5Y | +73.8% | -77.5% | +151.3% | +120.8% |
| 10Y | +185.6% | -27.0% | +212.5% | +164.9% |
| All | +120.6% | +142.3% | -21.7% | +6.4% |
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