+35.4%
AVTR vs PENG
+103.2%
-67.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.1% |
| 7D | -0.1% | -16.1% | +15.9% | +0.1% |
| 30D | -0.6% | -41.5% | +40.8% | 0.0% |
| 3M | +13.4% | -19.1% | +32.5% | +13.3% |
| 6M | +87.4% | +0.9% | +86.4% | +74.7% |
| YTD | +35.9% | +128.2% | -92.4% | +6.2% |
| 1Y | +35.4% | +98.6% | -63.2% | +6.2% |
| All | +35.4% | +103.2% | -67.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling