-53.0%
PCG vs APTV
+194.6%
-247.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.6% | +1.6% |
| 7D | -13.9% | +4.8% | -18.7% | -14.8% |
| 30D | -16.9% | +2.0% | -18.9% | -17.4% |
| 3M | -14.7% | -34.2% | +19.5% | -5.0% |
| 6M | -23.8% | -34.7% | +10.8% | -15.7% |
| YTD | -10.5% | -37.0% | +26.5% | -0.4% |
| 1Y | -5.1% | -40.4% | +35.3% | +6.9% |
| 3Y | -11.6% | -54.1% | +42.5% | +3.7% |
| 5Y | +59.0% | -68.0% | +127.0% | +101.5% |
| 10Y | -75.7% | -15.5% | -60.2% | -78.3% |
| All | -53.0% | +194.6% | -247.6% | -65.7% |
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