+211.8%
PM vs APTV
-21.3%
+233.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -0.2% | -10.6% | +10.5% | +1.5% |
| 3M | +4.9% | -35.0% | +39.9% | +11.8% |
| 6M | +9.0% | -38.9% | +47.9% | +16.8% |
| YTD | +17.8% | -41.5% | +59.3% | +26.7% |
| 1Y | +16.8% | -45.8% | +62.6% | +27.0% |
| 3Y | +125.4% | -55.7% | +181.1% | +148.9% |
| 5Y | +128.7% | -70.1% | +198.8% | +165.8% |
| 10Y | +211.8% | -19.1% | +230.9% | +178.8% |
| All | +211.8% | -21.3% | +233.1% | +178.8% |
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