+358.2%
PSX vs APTV
-27.3%
+385.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.2% |
| 7D | +6.4% | -5.0% | +11.4% | +8.3% |
| 30D | -10.2% | -12.3% | +2.1% | -6.2% |
| 3M | +17.2% | -19.9% | +37.1% | +25.9% |
| 6M | +51.8% | -29.4% | +81.1% | +66.2% |
| YTD | +108.0% | -49.0% | +157.0% | +153.8% |
| 1Y | +96.1% | -53.1% | +149.2% | +146.8% |
| 3Y | +155.9% | -48.9% | +204.7% | +196.4% |
| 5Y | +306.9% | -77.2% | +384.2% | +529.9% |
| All | +358.2% | -27.3% | +385.5% | +311.5% |
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