-76.5%
PCG vs APTV
-27.3%
-49.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -2.0% | -5.0% | +3.0% | -0.4% |
| 30D | -2.7% | -12.3% | +9.6% | +1.2% |
| 3M | -25.1% | -19.9% | -5.1% | -20.0% |
| 6M | -22.3% | -29.4% | +7.1% | -15.2% |
| YTD | -18.5% | -49.0% | +30.5% | -2.2% |
| 1Y | -21.8% | -53.1% | +31.3% | -3.7% |
| 3Y | -21.0% | -48.9% | +27.9% | -10.2% |
| 5Y | +8.1% | -77.2% | +85.3% | +60.4% |
| All | -76.5% | -27.3% | -49.2% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling