+2.1%
AVTR vs PPG
+8.8%
-6.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -1.1% | -6.2% | +5.2% | +2.6% |
| 30D | +6.3% | -7.9% | +14.3% | +11.4% |
| 3M | +53.3% | -10.2% | +63.5% | +61.5% |
| 6M | +78.6% | +2.7% | +76.0% | +71.9% |
| YTD | +29.2% | +4.9% | +24.3% | +21.6% |
| 1Y | +13.8% | -3.2% | +17.0% | +13.5% |
| 3Y | -27.4% | -17.0% | -10.4% | -21.9% |
| 5Y | -65.0% | -23.3% | -41.7% | -61.6% |
| All | +2.1% | +8.8% | -6.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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