+99.2%
PSA vs APTV
-15.8%
+115.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.4% |
| 30D | -9.4% | -7.9% | -1.5% | -8.5% |
| 3M | -8.2% | -29.9% | +21.7% | -4.4% |
| 6M | -1.8% | -36.6% | +34.7% | +3.1% |
| YTD | +15.7% | -40.0% | +55.7% | +22.2% |
| 1Y | +6.3% | -44.0% | +50.3% | +13.1% |
| 3Y | +21.6% | -54.5% | +76.1% | +30.3% |
| 5Y | +13.5% | -68.8% | +82.3% | +24.0% |
| All | +99.2% | -15.8% | +115.0% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling