+180.7%
PBF vs AVTR
+17.0%
+163.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -2.0% | +4.4% | +2.2% |
| 30D | +11.6% | +8.1% | +3.5% | +12.2% |
| 3M | +81.7% | +54.2% | +27.5% | +87.6% |
| 6M | +96.4% | +82.6% | +13.9% | +105.9% |
| YTD | +189.5% | +29.8% | +159.6% | +201.5% |
| 1Y | +180.7% | +18.0% | +162.7% | +179.8% |
| All | +180.7% | +17.0% | +163.8% | +179.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling