+99.6%
PSX vs APTV
-39.9%
+139.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.1% |
| 7D | +4.5% | +4.8% | -0.3% | +4.5% |
| 30D | +26.6% | +2.0% | +24.6% | +26.6% |
| 3M | +39.3% | -34.2% | +73.5% | +40.4% |
| 6M | +56.8% | -34.7% | +91.5% | +63.4% |
| YTD | +101.8% | -37.0% | +138.8% | +110.3% |
| 1Y | +99.6% | -40.4% | +140.0% | +108.0% |
| All | +99.6% | -39.9% | +139.5% | +108.0% |
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