-27.4%
AVTR vs PPG
-17.4%
-10.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -1.1% | -6.2% | +5.2% | +2.7% |
| 30D | +6.3% | -7.9% | +14.3% | +11.5% |
| 3M | +53.3% | -10.2% | +63.5% | +61.6% |
| 6M | +78.6% | +2.7% | +76.0% | +70.0% |
| YTD | +29.2% | +4.9% | +24.3% | +18.5% |
| 1Y | +13.8% | -3.2% | +17.0% | +11.8% |
| 3Y | -27.4% | -17.0% | -10.4% | -27.4% |
| All | -27.4% | -17.4% | -10.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling