-48.9%
AVTR vs PCOR
-9.0%
-40.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | +1.9% | +22.2% | -20.3% | -4.1% |
| 30D | +1.5% | +36.0% | -34.5% | -7.4% |
| 3M | +17.1% | +34.0% | -16.9% | +6.7% |
| 6M | +91.5% | +43.5% | +48.0% | +69.6% |
| YTD | +38.8% | +5.1% | +33.7% | +32.8% |
| 1Y | +37.7% | -3.9% | +41.7% | +35.1% |
| 3Y | -13.5% | +52.9% | -66.4% | -26.7% |
| 5Y | -59.3% | -18.7% | -40.6% | -63.9% |
| All | -48.9% | -9.0% | -40.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling