-24.6%
AVTR vs PFGC
+63.1%
-87.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.6% |
| 7D | +7.4% | -2.4% | +9.8% | +8.3% |
| 30D | +12.2% | -15.8% | +28.0% | +19.3% |
| 3M | +57.4% | -0.6% | +58.0% | +57.5% |
| 6M | +86.7% | +10.7% | +76.0% | +79.0% |
| YTD | +33.1% | +7.6% | +25.4% | +27.2% |
| 1Y | +16.1% | -7.8% | +24.0% | +18.8% |
| 3Y | -24.6% | +63.7% | -88.3% | -37.3% |
| All | -24.6% | +63.1% | -87.7% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling