+188.8%
PBF vs AVTR
+1.1%
+187.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | +15.8% | +8.4% | +7.5% | +13.2% |
| 3M | +90.3% | +50.2% | +40.1% | +68.2% |
| 6M | +102.8% | +82.6% | +20.2% | +67.4% |
| YTD | +187.3% | +29.8% | +157.5% | +160.7% |
| 1Y | +161.8% | +16.0% | +145.9% | +139.6% |
| 3Y | +55.5% | -26.4% | +81.9% | +59.2% |
| 5Y | +801.9% | -64.5% | +866.4% | +1,071.6% |
| All | +188.8% | +1.1% | +187.8% | +77.8% |
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