+368.5%
PSX vs APTV
-69.9%
+438.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | +1.8% | -1.2% | +3.0% | +2.0% |
| 30D | +21.6% | -10.6% | +32.3% | +24.6% |
| 3M | +46.5% | -35.0% | +81.5% | +60.3% |
| 6M | +62.0% | -38.9% | +100.9% | +78.8% |
| YTD | +106.3% | -41.5% | +147.8% | +129.6% |
| 1Y | +103.0% | -45.8% | +148.8% | +130.0% |
| 3Y | +135.5% | -55.7% | +191.2% | +170.8% |
| 5Y | +368.5% | -70.1% | +438.6% | +465.9% |
| All | +368.5% | -69.9% | +438.4% | +465.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling