-21.4%
PCG vs AVTR
+6.9%
-28.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -0.5% | +1.5% | -2.0% | -1.0% |
| 3M | -24.0% | +14.2% | -38.2% | -26.6% |
| 6M | -18.6% | +97.4% | -116.0% | -32.3% |
| YTD | -17.7% | +37.3% | -54.9% | -25.5% |
| 1Y | -20.0% | +36.8% | -56.8% | -27.8% |
| 3Y | -20.2% | -15.2% | -5.0% | -22.7% |
| 5Y | +8.4% | -59.2% | +67.5% | +32.8% |
| All | -21.4% | +6.9% | -28.2% | -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