+7.4%
AVTR vs PFG
+181.4%
-174.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.4% |
| 7D | -0.1% | +3.0% | -3.1% | -1.4% |
| 30D | -0.6% | +8.2% | -8.8% | -4.0% |
| 3M | +13.4% | +2.7% | +10.7% | +11.8% |
| 6M | +87.4% | +17.2% | +70.1% | +73.9% |
| YTD | +35.9% | +34.8% | +1.1% | +18.6% |
| 1Y | +35.4% | +43.6% | -8.2% | +15.1% |
| 3Y | -16.1% | +85.4% | -101.5% | -36.4% |
| 5Y | -59.4% | +102.2% | -161.5% | -70.7% |
| All | +7.4% | +181.4% | -174.0% | -34.8% |
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