-11.4%
PCG vs AVTR
+3.6%
-15.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.8% | +3.2% |
| 7D | +5.4% | +7.4% | -2.0% | +3.6% |
| 30D | -15.1% | +12.2% | -27.3% | -17.6% |
| 3M | -9.8% | +57.4% | -67.2% | -20.1% |
| 6M | -18.0% | +86.7% | -104.7% | -31.0% |
| YTD | -7.2% | +33.1% | -40.3% | -15.3% |
| 1Y | +2.9% | +16.1% | -13.3% | -4.3% |
| 3Y | -11.1% | -24.6% | +13.5% | -10.7% |
| 5Y | +61.8% | -63.5% | +125.3% | +105.8% |
| All | -11.4% | +3.6% | -15.0% | -38.6% |
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