-18.3%
PCG vs APTV
-48.7%
+30.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +0.8% | -11.6% | +12.4% | +2.3% |
| 3M | -23.8% | -21.2% | -2.6% | -21.6% |
| 6M | -19.6% | -28.5% | +8.9% | -17.0% |
| YTD | -16.7% | -49.1% | +32.3% | -10.5% |
| 1Y | -19.4% | -52.2% | +32.8% | -12.6% |
| 3Y | -18.3% | -48.6% | +30.3% | -16.8% |
| All | -18.3% | -48.7% | +30.4% | -16.8% |
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