-50.0%
AVTR vs PCOR
-9.2%
-40.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | -0.1% | +20.7% | -20.9% | -5.7% |
| 30D | -0.6% | +35.7% | -36.3% | -9.3% |
| 3M | +13.4% | +31.1% | -17.7% | +4.0% |
| 6M | +87.4% | +43.1% | +44.2% | +66.1% |
| YTD | +35.9% | +4.8% | +31.0% | +30.1% |
| 1Y | +35.4% | -3.7% | +39.1% | +32.7% |
| 3Y | -16.1% | +46.5% | -62.7% | -28.2% |
| 5Y | -59.4% | -17.3% | -42.1% | -64.0% |
| All | -50.0% | -9.2% | -40.8% | -56.2% |
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