+84.8%
PBF vs AVTR
+37.1%
+47.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.8% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -18.0% | +1.5% | -19.5% | -17.9% |
| 3M | +0.9% | +14.2% | -13.3% | +2.0% |
| 6M | +65.7% | +97.4% | -31.6% | +76.4% |
| YTD | +161.9% | +37.3% | +124.6% | +178.9% |
| All | +84.8% | +37.1% | +47.7% | +96.7% |
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