+7.7%
AVTR vs PFG
+174.0%
-166.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | +0.5% | +5.0% | -4.5% | -1.7% |
| 3M | +12.1% | +0.1% | +12.1% | +11.8% |
| 6M | +91.2% | +13.8% | +77.4% | +79.7% |
| YTD | +36.3% | +31.2% | +5.1% | +20.3% |
| 1Y | +35.2% | +37.1% | -1.8% | +17.2% |
| 3Y | -15.8% | +80.6% | -96.4% | -35.5% |
| 5Y | -58.9% | +93.7% | -152.6% | -69.8% |
| All | +7.7% | +174.0% | -166.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling