+325.0%
PSA vs APTV
+194.6%
+130.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.6% |
| 7D | -3.7% | +4.8% | -8.5% | -4.3% |
| 30D | -7.7% | +2.0% | -9.7% | -8.1% |
| 3M | -0.6% | -34.2% | +33.6% | +4.8% |
| 6M | -0.9% | -34.7% | +33.7% | +4.1% |
| YTD | +18.7% | -37.0% | +55.6% | +25.0% |
| 1Y | +7.6% | -40.4% | +48.0% | +14.2% |
| 3Y | +23.7% | -54.1% | +77.8% | +33.4% |
| 5Y | +13.7% | -68.0% | +81.7% | +25.6% |
| 10Y | +98.9% | -15.5% | +114.4% | +81.0% |
| All | +325.0% | +194.6% | +130.4% | +193.8% |
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