+198.5%
PBR vs APTV
+180.9%
+17.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.2% | +5.5% |
| 7D | +2.5% | +2.0% | +0.5% | +1.4% |
| 30D | +19.4% | -7.7% | +27.1% | +23.0% |
| 3M | +20.8% | -34.0% | +54.8% | +41.6% |
| 6M | +23.5% | -37.1% | +60.6% | +44.4% |
| YTD | +83.4% | -39.9% | +123.3% | +116.6% |
| 1Y | +77.6% | -44.4% | +122.0% | +116.1% |
| 3Y | +99.9% | -54.5% | +154.3% | +150.4% |
| 5Y | +567.7% | -69.1% | +636.8% | +834.3% |
| 10Y | +621.5% | -20.0% | +641.5% | +381.9% |
| All | +198.5% | +180.9% | +17.5% | -17.2% |
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