+2.6%
AVTR vs PTC
+46.8%
-44.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.9% |
| 7D | +1.6% | -13.6% | +15.1% | +8.4% |
| 30D | +8.4% | -14.7% | +23.0% | +16.1% |
| 3M | +50.2% | -5.9% | +56.1% | +52.1% |
| 6M | +82.6% | -21.1% | +103.7% | +100.1% |
| YTD | +29.8% | -26.0% | +55.9% | +46.8% |
| 1Y | +16.0% | -36.8% | +52.8% | +41.8% |
| 3Y | -26.4% | -10.3% | -16.2% | -26.4% |
| 5Y | -64.5% | +1.2% | -65.6% | -67.3% |
| All | +2.6% | +46.8% | -44.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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