+242.7%
PCAR vs AVTR
+3.6%
+239.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.2% |
| 7D | 0.0% | +7.4% | -7.4% | -1.5% |
| 30D | -7.7% | +12.2% | -19.9% | -10.0% |
| 3M | +3.7% | +57.4% | -53.7% | -6.7% |
| 6M | +2.3% | +86.7% | -84.4% | -11.7% |
| YTD | +12.8% | +33.1% | -20.3% | +4.4% |
| 1Y | +27.8% | +16.1% | +11.6% | +20.1% |
| 3Y | +61.8% | -24.6% | +86.4% | +63.0% |
| 5Y | +168.2% | -63.5% | +231.7% | +210.4% |
| All | +242.7% | +3.6% | +239.1% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling