+1,112.1%
PSX vs APTV
+96.5%
+1,015.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.9% |
| 7D | +4.5% | +4.8% | -0.3% | +2.7% |
| 30D | +26.6% | +2.0% | +24.6% | +25.3% |
| 3M | +39.3% | -34.2% | +73.5% | +59.8% |
| 6M | +56.8% | -34.7% | +91.5% | +77.3% |
| YTD | +101.8% | -37.0% | +138.8% | +130.1% |
| 1Y | +99.6% | -40.4% | +140.0% | +131.4% |
| 3Y | +140.3% | -54.1% | +194.5% | +194.9% |
| 5Y | +339.3% | -68.0% | +407.3% | +493.5% |
| 10Y | +369.9% | -15.5% | +385.4% | +279.7% |
| All | +1,112.1% | +96.5% | +1,015.6% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling