-63.5%
AVTR vs PFG
+110.7%
-174.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +7.4% | +6.0% | +1.4% | +4.5% |
| 30D | +12.2% | +2.2% | +10.0% | +10.9% |
| 3M | +57.4% | +10.4% | +47.0% | +49.4% |
| 6M | +86.7% | +27.8% | +58.9% | +64.9% |
| YTD | +33.1% | +33.6% | -0.6% | +14.8% |
| 1Y | +16.1% | +49.3% | -33.2% | -5.3% |
| 3Y | -24.6% | +69.7% | -94.4% | -42.6% |
| 5Y | -63.5% | +111.3% | -174.8% | -74.1% |
| All | -63.5% | +110.7% | -174.2% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling