+446.9%
PM vs APTV
+142.1%
+304.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -7.1% | -8.9% | +1.8% | -5.6% |
| 30D | -2.8% | -9.5% | +6.7% | -1.3% |
| 3M | +6.3% | -20.6% | +26.9% | +10.1% |
| 6M | +9.6% | -28.9% | +38.5% | +14.5% |
| YTD | +25.6% | -48.2% | +73.8% | +37.8% |
| 1Y | +29.7% | -51.7% | +81.4% | +43.9% |
| 3Y | +147.6% | -48.1% | +195.7% | +163.7% |
| 5Y | +160.1% | -76.7% | +236.8% | +216.5% |
| 10Y | +260.9% | -25.6% | +286.5% | +218.0% |
| All | +446.9% | +142.1% | +304.8% | +278.8% |
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 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