+7.7%
AVTR vs PFGC
+174.8%
-167.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +0.5% | +16.1% | -15.7% | -4.3% |
| 3M | +12.1% | +2.4% | +9.8% | +10.7% |
| 6M | +91.2% | +15.7% | +75.5% | +81.8% |
| YTD | +36.3% | +22.3% | +14.0% | +26.6% |
| 1Y | +35.2% | +13.9% | +21.4% | +28.3% |
| 3Y | -15.8% | +80.3% | -96.1% | -30.6% |
| 5Y | -58.9% | +136.1% | -195.0% | -69.4% |
| All | +7.7% | +174.8% | -167.1% | -29.0% |
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