+2.1%
AVTR vs PNR
+73.0%
-70.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -1.1% | -6.0% | +5.0% | +2.2% |
| 30D | +6.3% | -14.0% | +20.3% | +14.9% |
| 3M | +53.3% | -21.7% | +75.0% | +71.9% |
| 6M | +78.6% | -37.3% | +115.9% | +124.5% |
| YTD | +29.2% | -45.1% | +74.4% | +73.7% |
| 1Y | +13.8% | -49.1% | +63.0% | +60.2% |
| 3Y | -27.4% | -14.8% | -12.6% | -23.5% |
| 5Y | -65.0% | -21.0% | -44.0% | -62.7% |
| All | +2.1% | +73.0% | -70.9% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling