-64.5%
AVTR vs PFGC
+111.7%
-176.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +1.6% | -3.7% | +5.3% | +2.8% |
| 30D | +8.4% | -16.0% | +24.3% | +14.2% |
| 3M | +50.2% | -4.1% | +54.3% | +52.0% |
| 6M | +82.6% | +8.7% | +73.9% | +77.4% |
| YTD | +29.8% | +6.4% | +23.5% | +25.9% |
| 1Y | +16.0% | -8.4% | +24.4% | +18.1% |
| 3Y | -26.4% | +61.8% | -88.2% | -37.3% |
| 5Y | -64.5% | +108.7% | -173.2% | -72.3% |
| All | -64.5% | +111.7% | -176.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling