+7.2%
AVTR vs PFGC
+177.9%
-170.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +0.5% | +3.4% | -3.0% | -0.5% |
| 30D | -1.0% | +16.9% | -17.9% | -5.8% |
| 3M | +12.2% | +6.4% | +5.8% | +9.5% |
| 6M | +97.5% | +16.0% | +81.5% | +87.6% |
| YTD | +35.6% | +23.6% | +12.0% | +25.5% |
| 1Y | +32.8% | +16.6% | +16.2% | +25.1% |
| 3Y | -16.5% | +82.3% | -98.8% | -31.4% |
| 5Y | -59.1% | +138.7% | -197.9% | -69.7% |
| All | +7.2% | +177.9% | -170.7% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling