+2.6%
AVTR vs PFGC
+135.8%
-133.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.0% | -4.8% | +2.8% | -0.6% |
| 30D | +8.1% | -17.2% | +25.3% | +14.1% |
| 3M | +54.2% | -6.3% | +60.5% | +57.0% |
| 6M | +82.6% | +8.8% | +73.7% | +77.6% |
| YTD | +29.8% | +4.9% | +24.9% | +26.8% |
| 1Y | +18.0% | -9.5% | +27.5% | +20.4% |
| 3Y | -26.4% | +59.6% | -86.0% | -36.9% |
| 5Y | -64.8% | +113.5% | -178.4% | -73.0% |
| All | +2.6% | +135.8% | -133.2% | -28.9% |
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 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