+2.6%
AVTR vs PEG
+56.3%
-53.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | +8.1% | -2.8% | +10.8% | +9.5% |
| 3M | +54.2% | -6.9% | +61.1% | +59.3% |
| 6M | +82.6% | -11.4% | +94.0% | +92.4% |
| YTD | +29.8% | -7.4% | +37.2% | +33.0% |
| 1Y | +18.0% | -8.3% | +26.3% | +21.2% |
| 3Y | -26.4% | +31.5% | -58.0% | -40.3% |
| 5Y | -64.8% | +38.0% | -102.8% | -72.8% |
| All | +2.6% | +56.3% | -53.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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