+16.8%
PM vs APTV
-45.8%
+62.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -0.2% | -10.6% | +10.5% | -0.1% |
| 3M | +4.9% | -35.0% | +39.9% | +5.2% |
| 6M | +9.0% | -38.9% | +47.9% | +9.6% |
| YTD | +17.8% | -41.5% | +59.3% | +18.0% |
| 1Y | +16.8% | -45.8% | +62.6% | +14.9% |
| All | +16.8% | -45.8% | +62.6% | +14.9% |
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