+115.2%
PCAR vs AVTR
-58.9%
+174.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.1% |
| 6M | -4.0% | +97.5% | -101.5% | -17.3% |
| YTD | -1.5% | +35.6% | -37.1% | -8.8% |
| 1Y | +13.2% | +32.8% | -19.6% | +5.1% |
| 3Y | +35.8% | -16.5% | +52.3% | +33.9% |
| All | +115.2% | -58.9% | +174.2% | +127.5% |
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