+302.5%
PSX vs APTV
-77.5%
+380.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +7.8% | -1.7% | +9.6% | +8.2% |
| 30D | -10.9% | -11.6% | +0.7% | -8.6% |
| 3M | +14.5% | -21.2% | +35.7% | +20.1% |
| 6M | +56.1% | -28.5% | +84.6% | +64.7% |
| YTD | +109.6% | -49.1% | +158.7% | +139.2% |
| 1Y | +95.5% | -52.2% | +147.7% | +126.8% |
| 3Y | +156.2% | -48.6% | +204.8% | +180.1% |
| All | +302.5% | -77.5% | +380.0% | +425.6% |
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