+32.8%
AVTR vs PFGC
+15.6%
+17.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +0.5% | +3.4% | -3.0% | -0.1% |
| 30D | -1.0% | +16.9% | -17.9% | -3.6% |
| 3M | +12.2% | +6.4% | +5.8% | +11.5% |
| 6M | +97.5% | +16.0% | +81.5% | +93.8% |
| YTD | +35.6% | +23.6% | +12.0% | +27.2% |
| 1Y | +32.8% | +16.6% | +16.2% | +30.4% |
| All | +32.8% | +15.6% | +17.2% | +30.4% |
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