+2.6%
AVTR vs PPG
+10.5%
-7.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.1% |
| 7D | +1.6% | -3.7% | +5.3% | +3.7% |
| 30D | +8.4% | -7.2% | +15.6% | +13.0% |
| 3M | +50.2% | -7.3% | +57.5% | +55.2% |
| 6M | +82.6% | +0.3% | +82.3% | +78.3% |
| YTD | +29.8% | +6.5% | +23.3% | +21.1% |
| 1Y | +16.0% | +0.5% | +15.4% | +13.1% |
| 3Y | -26.4% | -15.3% | -11.2% | -21.7% |
| 5Y | -64.5% | -22.9% | -41.6% | -61.1% |
| All | +2.6% | +10.5% | -7.9% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling