+801.9%
PBF vs AVTR
-64.4%
+866.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | +15.8% | +8.4% | +7.5% | +14.5% |
| 3M | +90.3% | +50.2% | +40.1% | +78.9% |
| 6M | +102.8% | +82.6% | +20.2% | +84.2% |
| YTD | +187.3% | +29.8% | +157.5% | +175.4% |
| 1Y | +161.8% | +16.0% | +145.9% | +152.0% |
| 3Y | +55.5% | -26.4% | +81.9% | +59.9% |
| 5Y | +801.9% | -64.5% | +866.4% | +824.7% |
| All | +801.9% | -64.4% | +866.4% | +824.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling