+102.5%
PSX vs APTV
-44.1%
+146.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -0.9% |
| 7D | +1.5% | -1.8% | +3.3% | +1.5% |
| 30D | +15.8% | -7.9% | +23.8% | +15.9% |
| 3M | +43.0% | -29.9% | +72.9% | +43.9% |
| 6M | +61.1% | -36.6% | +97.7% | +67.5% |
| YTD | +104.5% | -40.0% | +144.5% | +113.4% |
| 1Y | +102.5% | -44.0% | +146.5% | +108.7% |
| All | +102.5% | -44.1% | +146.6% | +108.7% |
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