+104.3%
PBR vs AVTR
-26.6%
+130.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.2% | -2.0% | +6.3% | +4.3% |
| 30D | +22.7% | +8.1% | +14.7% | +22.4% |
| 3M | +21.5% | +54.2% | -32.7% | +19.7% |
| 6M | +24.0% | +82.6% | -58.6% | +21.0% |
| YTD | +88.2% | +29.8% | +58.4% | +87.4% |
| 1Y | +74.8% | +18.0% | +56.8% | +74.0% |
| All | +104.3% | -26.6% | +130.9% | +101.7% |
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 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