+378.1%
PSX vs APTV
-16.1%
+394.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.7% | -5.0% | +6.7% | +3.5% |
| 30D | +15.6% | -6.1% | +21.7% | +17.9% |
| 3M | +46.5% | -33.0% | +79.5% | +66.5% |
| 6M | +55.0% | -35.2% | +90.2% | +75.1% |
| YTD | +105.3% | -40.1% | +145.4% | +137.5% |
| 1Y | +101.6% | -45.6% | +147.2% | +141.0% |
| 3Y | +134.1% | -54.4% | +188.5% | +186.0% |
| 5Y | +368.7% | -68.9% | +437.6% | +537.0% |
| All | +378.1% | -16.1% | +394.2% | +321.8% |
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 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