+5.2%
AVTR vs PNR
+79.3%
-74.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.3% |
| 7D | +7.4% | -3.0% | +10.4% | +9.1% |
| 30D | +12.2% | -14.9% | +27.1% | +21.8% |
| 3M | +57.4% | -19.0% | +76.4% | +73.3% |
| 6M | +86.7% | -35.9% | +122.6% | +132.0% |
| YTD | +33.1% | -43.1% | +76.2% | +75.6% |
| 1Y | +16.1% | -46.4% | +62.5% | +58.9% |
| 3Y | -24.6% | -10.8% | -13.8% | -22.4% |
| 5Y | -63.5% | -18.9% | -44.6% | -61.6% |
| All | +5.2% | +79.3% | -74.1% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling