+3.2%
AVTR vs PFGC
+146.5%
-143.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.3% |
| 30D | +12.1% | -11.9% | +24.0% | +16.1% |
| 3M | +57.2% | +5.0% | +52.2% | +54.7% |
| 6M | +73.1% | +8.6% | +64.5% | +68.5% |
| YTD | +30.6% | +9.7% | +20.9% | +25.9% |
| 1Y | +13.5% | -6.3% | +19.8% | +14.6% |
| 3Y | -31.0% | +58.2% | -89.2% | -40.7% |
| 5Y | -63.2% | +110.4% | -173.7% | -71.7% |
| All | +3.2% | +146.5% | -143.3% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling