+116.1%
PG vs APTV
-16.1%
+132.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -5.0% | +4.2% | -0.4% |
| 30D | +0.8% | -6.1% | +6.9% | +1.3% |
| 3M | -1.3% | -33.0% | +31.7% | +1.5% |
| 6M | -3.8% | -35.2% | +31.4% | -1.1% |
| YTD | +3.6% | -40.1% | +43.8% | +7.1% |
| 1Y | -5.7% | -45.6% | +39.9% | -1.9% |
| 3Y | +1.6% | -54.4% | +55.9% | +6.2% |
| 5Y | +14.6% | -68.9% | +83.5% | +22.2% |
| All | +116.1% | -16.1% | +132.3% | +112.5% |
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