+8.5%
AVTR vs PENG
+405.4%
-396.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -0.9% |
| 7D | +0.5% | +1.9% | -1.4% | -0.6% |
| 30D | +1.5% | -37.8% | +39.3% | +9.2% |
| 3M | +14.2% | -14.1% | +28.3% | +13.8% |
| 6M | +97.4% | +13.1% | +84.3% | +73.9% |
| YTD | +37.3% | +151.8% | -114.5% | -2.6% |
| 1Y | +36.8% | +136.0% | -99.2% | -1.7% |
| 3Y | -15.2% | +217.9% | -233.2% | -48.4% |
| 5Y | -59.2% | +64.1% | -123.3% | -72.8% |
| All | +8.5% | +405.4% | -396.9% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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