-16.3%
AVTR vs PFGC
+82.3%
-98.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.1% | +15.0% | -15.1% | -4.8% |
| 30D | -0.6% | +17.0% | -17.6% | -6.0% |
| 3M | +13.4% | -2.5% | +15.9% | +14.4% |
| 6M | +87.4% | +19.2% | +68.2% | +75.1% |
| YTD | +35.9% | +23.4% | +12.4% | +23.5% |
| 1Y | +35.4% | +13.9% | +21.5% | +27.7% |
| All | -16.3% | +82.3% | -98.7% | -28.6% |
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 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