+135.3%
PSX vs APTV
-56.4%
+191.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | +21.6% | -10.6% | +32.3% | +23.9% |
| 3M | +46.5% | -35.0% | +81.5% | +57.3% |
| 6M | +62.0% | -38.9% | +100.9% | +76.2% |
| YTD | +106.3% | -41.5% | +147.8% | +126.1% |
| 1Y | +103.0% | -45.8% | +148.8% | +126.1% |
| All | +135.3% | -56.4% | +191.7% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling