+195.8%
PCAR vs AVTR
+8.1%
+187.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.1% |
| 7D | +2.9% | +1.9% | +1.0% | +2.5% |
| 30D | -2.1% | +1.5% | -3.7% | -2.5% |
| 3M | -20.4% | +17.1% | -37.4% | -23.2% |
| 6M | -7.0% | +91.5% | -98.4% | -20.1% |
| YTD | -2.6% | +38.8% | -41.5% | -10.9% |
| 1Y | +9.8% | +37.7% | -28.0% | +0.6% |
| 3Y | +37.3% | -13.5% | +50.7% | +34.3% |
| 5Y | +116.4% | -59.3% | +175.8% | +144.6% |
| All | +195.8% | +8.1% | +187.7% | +156.4% |
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