+35.8%
PCAR vs AVTR
-16.2%
+52.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.9% | +0.5% | +4.5% | +4.9% |
| 30D | -1.4% | -1.0% | -0.4% | -1.3% |
| 3M | -18.1% | +12.2% | -30.3% | -20.2% |
| 6M | -4.0% | +97.5% | -101.5% | -18.0% |
| YTD | -1.5% | +35.6% | -37.1% | -9.1% |
| 1Y | +13.2% | +32.8% | -19.6% | +4.7% |
| 3Y | +35.8% | -16.5% | +52.3% | +39.1% |
| All | +35.8% | -16.2% | +52.0% | +39.1% |
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