-64.4%
AVTR vs PENG
+115.2%
-179.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -2.3% |
| 7D | +2.7% | +4.5% | -1.9% | +2.0% |
| 30D | +12.1% | -7.1% | +19.2% | +12.8% |
| 3M | +57.2% | -27.3% | +84.5% | +60.2% |
| 6M | +73.1% | +169.6% | -96.5% | +37.3% |
| YTD | +30.6% | +164.6% | -134.0% | +3.5% |
| 1Y | +13.5% | +109.5% | -96.0% | -6.9% |
| 3Y | -31.0% | +98.9% | -129.9% | -47.1% |
| All | -64.4% | +115.2% | -179.6% | -72.9% |
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