+163.2%
PBF vs AVTR
+6.9%
+156.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.5% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -18.0% | +1.5% | -19.5% | -18.4% |
| 3M | +0.9% | +14.2% | -13.3% | -3.0% |
| 6M | +65.7% | +97.4% | -31.6% | +34.8% |
| YTD | +161.9% | +37.3% | +124.6% | +133.7% |
| 1Y | +77.8% | +36.8% | +41.0% | +58.6% |
| 3Y | +74.9% | -15.2% | +90.1% | +71.5% |
| 5Y | +423.4% | -59.2% | +482.6% | +548.5% |
| All | +163.2% | +6.9% | +156.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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