+35.1%
AVTR vs PNR
-31.2%
+66.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.3% |
| 7D | -6.2% | +11.9% | -18.1% | -8.6% |
| 30D | -1.0% | +37.1% | -38.2% | -8.8% |
| 3M | +14.4% | +5.7% | +8.7% | +14.5% |
| 6M | +95.9% | -5.7% | +101.6% | +102.4% |
| YTD | +36.6% | -29.8% | +66.4% | +57.6% |
| 1Y | +35.1% | -31.8% | +66.9% | +59.1% |
| All | +35.1% | -31.2% | +66.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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