+129.9%
PSA vs APTV
-27.4%
+157.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | +15.2% | -11.6% | +26.8% | +16.9% |
| 3M | +2.2% | -21.2% | +23.4% | +5.1% |
| 6M | +11.7% | -28.5% | +40.2% | +15.5% |
| YTD | +32.0% | -49.1% | +81.1% | +42.1% |
| 1Y | +26.3% | -52.2% | +78.5% | +37.0% |
| 3Y | +52.4% | -48.6% | +101.0% | +61.3% |
| 5Y | +26.3% | -77.3% | +103.5% | +42.7% |
| All | +129.9% | -27.4% | +157.3% | +135.9% |
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