+172.3%
PCAR vs AVTR
-64.3%
+236.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.0% |
| 30D | -6.2% | +12.1% | -18.3% | -8.3% |
| 3M | +5.9% | +57.2% | -51.4% | -3.9% |
| 6M | +0.4% | +73.1% | -72.7% | -11.0% |
| YTD | +14.8% | +30.6% | -15.8% | +7.3% |
| 1Y | +30.1% | +13.5% | +16.6% | +23.4% |
| 3Y | +66.7% | -31.0% | +97.7% | +70.1% |
| All | +172.3% | -64.3% | +236.6% | +193.7% |
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