+66.4%
PBR vs AVTR
-16.2%
+82.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -29.3% | -1.0% | -28.3% | -29.3% |
| 3M | +5.5% | +12.2% | -6.7% | +5.2% |
| 6M | -2.9% | +97.5% | -100.4% | -5.0% |
| YTD | +61.5% | +35.6% | +25.9% | +60.9% |
| 1Y | +46.9% | +32.8% | +14.0% | +46.5% |
| 3Y | +66.4% | -16.5% | +82.9% | +64.0% |
| All | +66.4% | -16.2% | +82.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling