+185.3%
PCAR vs AVTR
+5.1%
+180.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.9% |
| 7D | +0.1% | -3.6% | +3.7% | +0.8% |
| 30D | -4.6% | +0.8% | -5.3% | -4.8% |
| 3M | -22.6% | +17.4% | -39.9% | -25.3% |
| 6M | -12.0% | +83.5% | -95.5% | -23.7% |
| YTD | -6.1% | +35.0% | -41.1% | -13.5% |
| 1Y | +6.3% | +36.7% | -30.3% | -2.4% |
| 3Y | +31.8% | -15.3% | +47.1% | +29.5% |
| 5Y | +104.2% | -59.5% | +163.7% | +130.8% |
| All | +185.3% | +5.1% | +180.2% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling