-27.1%
AVTR vs PNR
-14.2%
-12.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -2.0% | -5.5% | +3.4% | +0.7% |
| 30D | +8.1% | -15.6% | +23.6% | +17.5% |
| 3M | +54.2% | -20.2% | +74.4% | +70.1% |
| 6M | +82.6% | -36.6% | +119.2% | +128.0% |
| YTD | +29.8% | -45.0% | +74.8% | +75.2% |
| 1Y | +18.0% | -47.4% | +65.4% | +64.5% |
| All | -27.1% | -14.2% | -12.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling