-13.8%
PCG vs AVTR
-27.6%
+13.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.5% |
| 7D | -13.9% | +2.7% | -16.5% | -14.0% |
| 30D | -16.9% | +12.1% | -28.9% | -17.6% |
| 3M | -14.7% | +57.2% | -72.0% | -18.2% |
| 6M | -23.8% | +73.1% | -96.9% | -27.7% |
| YTD | -10.5% | +30.6% | -41.1% | -12.7% |
| 1Y | -5.1% | +13.5% | -18.6% | -6.6% |
| All | -13.8% | -27.6% | +13.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling