+404.1%
PM vs APTV
+194.6%
+209.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.0% | -2.5% |
| 7D | -4.9% | +4.8% | -9.7% | -5.6% |
| 30D | -3.4% | +2.0% | -5.4% | -3.8% |
| 3M | +5.2% | -34.2% | +39.4% | +12.1% |
| 6M | +3.7% | -34.7% | +38.4% | +10.1% |
| YTD | +15.8% | -37.0% | +52.7% | +23.3% |
| 1Y | +17.4% | -40.4% | +57.8% | +25.8% |
| 3Y | +116.9% | -54.1% | +171.0% | +138.6% |
| 5Y | +117.3% | -68.0% | +185.3% | +149.5% |
| 10Y | +193.8% | -15.5% | +209.3% | +154.2% |
| All | +404.1% | +194.6% | +209.5% | +238.7% |
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