-21.1%
PCG vs AVTR
+8.1%
-29.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.6% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | +0.1% | +1.5% | -1.5% | -0.4% |
| 3M | -24.4% | +17.1% | -41.5% | -27.5% |
| 6M | -17.7% | +91.5% | -109.1% | -31.0% |
| YTD | -17.4% | +38.8% | -56.3% | -25.5% |
| 1Y | -19.4% | +37.7% | -57.1% | -27.3% |
| 3Y | -18.6% | -13.5% | -5.1% | -21.5% |
| 5Y | +10.2% | -59.3% | +69.5% | +35.5% |
| All | -21.1% | +8.1% | -29.2% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling