+125.1%
PM vs APTV
-69.4%
+194.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.6% |
| 7D | -1.3% | +2.0% | -3.3% | -1.5% |
| 30D | -2.6% | -7.7% | +5.2% | -1.9% |
| 3M | +5.8% | -34.0% | +39.8% | +9.4% |
| 6M | +10.6% | -37.1% | +47.7% | +14.6% |
| YTD | +17.2% | -39.9% | +57.1% | +21.7% |
| 1Y | +17.6% | -44.4% | +62.1% | +23.0% |
| 3Y | +124.3% | -54.5% | +178.7% | +138.4% |
| 5Y | +125.1% | -69.1% | +194.2% | +137.3% |
| All | +125.1% | -69.4% | +194.5% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling