+6.3%
PSA vs APTV
-44.1%
+50.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -9.4% | -7.9% | -1.5% | -8.6% |
| 3M | -8.2% | -29.9% | +21.7% | -4.3% |
| 6M | -1.8% | -36.6% | +34.7% | +3.0% |
| YTD | +15.7% | -40.0% | +55.7% | +21.1% |
| 1Y | +6.3% | -44.0% | +50.3% | +13.4% |
| All | +6.3% | -44.1% | +50.4% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling