+148.8%
PBF vs AVTR
+5.8%
+143.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.7% |
| 7D | -15.3% | -0.1% | -15.2% | -15.2% |
| 30D | -21.8% | -0.6% | -21.1% | -21.7% |
| 3M | -0.2% | +13.4% | -13.6% | -3.9% |
| 6M | +63.6% | +87.4% | -23.8% | +35.0% |
| YTD | +147.5% | +35.9% | +111.7% | +121.5% |
| 1Y | +69.8% | +35.4% | +34.4% | +51.9% |
| 3Y | +65.3% | -16.1% | +81.4% | +62.5% |
| 5Y | +393.4% | -59.4% | +452.8% | +511.4% |
| All | +148.8% | +5.8% | +143.1% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling