+35.1%
AVTR vs PFGC
+12.5%
+22.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +13.5% | -13.1% | -1.7% |
| 7D | -6.2% | +13.9% | -20.1% | -8.3% |
| 30D | -1.0% | +18.4% | -19.4% | -4.0% |
| 3M | +14.4% | -2.5% | +16.9% | +15.9% |
| 6M | +95.9% | +26.0% | +69.8% | +88.4% |
| YTD | +36.6% | +21.9% | +14.7% | +28.4% |
| 1Y | +35.1% | +13.4% | +21.8% | +33.9% |
| All | +35.1% | +12.5% | +22.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling