-60.3%
AVTR vs PENG
+42.1%
-102.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | +0.6% |
| 7D | -3.6% | -19.4% | +15.8% | -1.6% |
| 30D | +0.8% | -42.4% | +43.2% | +6.8% |
| 3M | +17.4% | -25.6% | +43.0% | +19.3% |
| 6M | +83.5% | +7.3% | +76.2% | +67.6% |
| YTD | +35.0% | +113.9% | -78.9% | +7.2% |
| 1Y | +36.7% | +93.6% | -56.9% | +10.2% |
| 3Y | -15.3% | +170.2% | -185.5% | -39.5% |
| All | -60.3% | +42.1% | -102.4% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling