-57.2%
PCG vs APTV
+142.3%
-199.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.0% |
| 7D | -1.6% | -10.2% | +8.6% | +1.3% |
| 30D | +1.4% | -10.8% | +12.2% | +4.5% |
| 3M | -23.4% | -14.8% | -8.6% | -20.2% |
| 6M | -19.4% | -30.6% | +11.2% | -12.4% |
| YTD | -18.5% | -48.2% | +29.7% | -4.5% |
| 1Y | -19.5% | -52.0% | +32.4% | -3.8% |
| 3Y | -21.0% | -47.0% | +26.0% | -12.1% |
| 5Y | +13.7% | -77.5% | +91.2% | +59.9% |
| 10Y | -77.2% | -27.0% | -50.2% | -78.6% |
| All | -57.2% | +142.3% | -199.5% | -67.2% |
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