+454.9%
PBR vs AVTR
-58.9%
+513.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -29.3% | -1.0% | -28.3% | -29.3% |
| 3M | +5.5% | +12.2% | -6.7% | +4.9% |
| 6M | -2.9% | +97.5% | -100.4% | -6.7% |
| YTD | +61.5% | +35.6% | +25.9% | +58.9% |
| 1Y | +46.9% | +32.8% | +14.0% | +44.7% |
| 3Y | +66.4% | -16.5% | +82.9% | +66.9% |
| All | +454.9% | -58.9% | +513.8% | +493.9% |
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