-24.6%
AVTR vs PFG
+71.3%
-95.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +7.4% | +6.0% | +1.4% | +4.1% |
| 30D | +12.2% | +2.2% | +10.0% | +10.8% |
| 3M | +57.4% | +10.4% | +47.0% | +48.3% |
| 6M | +86.7% | +27.8% | +58.9% | +61.6% |
| YTD | +33.1% | +33.6% | -0.6% | +12.1% |
| 1Y | +16.1% | +49.3% | -33.2% | -8.5% |
| 3Y | -24.6% | +69.7% | -94.4% | -47.1% |
| All | -24.6% | +71.3% | -95.9% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling