+104.3%
PBR vs APTV
-55.3%
+159.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.9% |
| 7D | +4.2% | -1.8% | +6.0% | +4.4% |
| 30D | +22.7% | -7.9% | +30.7% | +23.7% |
| 3M | +21.5% | -29.9% | +51.4% | +26.3% |
| 6M | +24.0% | -36.6% | +60.6% | +30.7% |
| YTD | +88.2% | -40.0% | +128.2% | +99.4% |
| 1Y | +74.8% | -44.0% | +118.8% | +87.3% |
| All | +104.3% | -55.3% | +159.6% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling