-59.2%
AVTR vs PENG
+68.7%
-127.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -0.3% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | +1.5% | -37.8% | +39.3% | +6.5% |
| 3M | +14.2% | -14.1% | +28.3% | +14.0% |
| 6M | +97.4% | +13.1% | +84.3% | +80.5% |
| YTD | +37.3% | +151.8% | -114.5% | +6.8% |
| 1Y | +36.8% | +136.0% | -99.2% | +7.4% |
| 3Y | -15.2% | +217.9% | -233.2% | -40.7% |
| 5Y | -59.2% | +64.1% | -123.3% | -70.0% |
| All | -59.2% | +68.7% | -127.8% | -70.0% |
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