+3.2%
AVTR vs PFG
+183.0%
-179.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +2.7% | +5.5% | -2.9% | +0.3% |
| 30D | +12.1% | +2.4% | +9.7% | +10.8% |
| 3M | +57.2% | +13.6% | +43.7% | +48.3% |
| 6M | +73.1% | +27.9% | +45.2% | +55.1% |
| YTD | +30.6% | +35.6% | -4.9% | +14.0% |
| 1Y | +13.5% | +48.5% | -35.0% | -5.0% |
| 3Y | -31.0% | +66.9% | -97.9% | -45.4% |
| 5Y | -63.2% | +111.0% | -174.2% | -73.9% |
| All | +3.2% | +183.0% | -179.8% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling