+46.9%
PM vs APTV
-46.4%
+93.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.1% | +1.5% |
| 7D | +4.3% | -1.9% | +6.1% | +4.3% |
| 30D | +11.5% | -1.4% | +12.9% | +11.5% |
| 3M | +13.0% | -9.3% | +22.4% | +13.1% |
| 6M | +25.9% | -27.3% | +53.2% | +26.3% |
| YTD | +34.0% | -43.1% | +77.1% | +35.8% |
| 1Y | +46.9% | -46.5% | +93.4% | +49.0% |
| All | +46.9% | -46.4% | +93.3% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling