+2.9%
PCG vs AVTR
+15.8%
-12.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.8% | +3.6% |
| 7D | +5.4% | +7.4% | -2.0% | +5.2% |
| 30D | -15.1% | +12.2% | -27.3% | -15.4% |
| 3M | -9.8% | +57.4% | -67.2% | -11.3% |
| 6M | -18.0% | +86.7% | -104.7% | -20.2% |
| YTD | -7.2% | +33.1% | -40.3% | -7.6% |
| 1Y | +2.9% | +16.1% | -13.3% | +2.9% |
| All | +2.9% | +15.8% | -12.9% | +2.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling