-50.4%
AVTR vs PCOR
-10.3%
-40.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -3.6% | +22.7% | -26.3% | -9.4% |
| 30D | +0.8% | +37.5% | -36.7% | -8.3% |
| 3M | +17.4% | +35.2% | -17.8% | +6.7% |
| 6M | +83.5% | +42.2% | +41.3% | +62.9% |
| YTD | +35.0% | +3.6% | +31.4% | +29.6% |
| 1Y | +36.7% | -4.8% | +41.4% | +34.4% |
| 3Y | -15.3% | +48.3% | -63.7% | -27.8% |
| 5Y | -59.5% | -20.1% | -39.4% | -63.9% |
| All | -50.4% | -10.3% | -40.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling