+4.4%
AVTR vs PENG
+281.9%
-277.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.8% | +1.1% |
| 7D | -9.2% | -36.7% | +27.5% | -1.8% |
| 30D | -1.9% | -42.0% | +40.2% | +6.8% |
| 3M | +13.3% | -33.2% | +46.5% | +18.6% |
| 6M | +88.1% | +2.1% | +86.0% | +67.4% |
| YTD | +32.1% | +90.3% | -58.2% | -0.8% |
| 1Y | +30.7% | +67.7% | -36.9% | +0.8% |
| 3Y | -17.6% | +154.2% | -171.8% | -47.8% |
| 5Y | -60.3% | +28.3% | -88.6% | -72.4% |
| All | +4.4% | +281.9% | -277.5% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling