+247.2%
PG vs APTV
+180.7%
+66.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | 0.0% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -1.5% | -7.9% | +6.4% | -0.9% |
| 3M | -3.4% | -29.9% | +26.6% | -0.5% |
| 6M | -7.0% | -36.6% | +29.6% | -3.7% |
| YTD | +2.0% | -40.0% | +41.9% | +5.9% |
| 1Y | -6.5% | -44.0% | +37.5% | -2.4% |
| 3Y | +1.2% | -54.5% | +55.7% | +6.4% |
| 5Y | +12.8% | -68.8% | +81.6% | +21.4% |
| 10Y | +117.7% | -16.9% | +134.6% | +100.3% |
| All | +247.2% | +180.7% | +66.5% | +156.1% |
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