+437.9%
PM vs APTV
+145.2%
+292.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | -7.3% | -9.8% | +2.5% | -5.7% |
| 30D | -4.0% | -8.9% | +4.9% | -2.6% |
| 3M | +2.7% | -19.5% | +22.2% | +6.2% |
| 6M | +14.9% | -31.1% | +46.0% | +20.6% |
| YTD | +23.5% | -47.5% | +71.1% | +35.3% |
| 1Y | +30.4% | -52.3% | +82.6% | +45.0% |
| 3Y | +143.2% | -45.2% | +188.4% | +156.2% |
| 5Y | +159.5% | -76.9% | +236.3% | +216.4% |
| 10Y | +234.7% | -25.1% | +259.7% | +194.5% |
| All | +437.9% | +145.2% | +292.7% | +271.8% |
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