+54.5%
PCG vs APTV
-67.9%
+122.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.6% | +1.8% |
| 7D | -13.9% | +4.8% | -18.7% | -14.6% |
| 30D | -16.9% | +2.0% | -18.9% | -17.2% |
| 3M | -14.7% | -34.2% | +19.5% | -7.8% |
| 6M | -23.8% | -34.7% | +10.8% | -18.0% |
| YTD | -10.5% | -37.0% | +26.5% | -3.2% |
| 1Y | -5.1% | -40.4% | +35.3% | +3.7% |
| 3Y | -11.6% | -54.1% | +42.5% | +1.2% |
| All | +54.5% | -67.9% | +122.3% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling