+14.1%
PCG vs AVTR
-60.1%
+74.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.2% |
| 30D | +1.4% | +0.8% | +0.6% | +1.2% |
| 3M | -23.4% | +17.4% | -40.8% | -25.0% |
| 6M | -19.4% | +83.5% | -102.9% | -26.1% |
| YTD | -18.5% | +35.0% | -53.5% | -22.2% |
| 1Y | -19.5% | +36.7% | -56.2% | -23.5% |
| 3Y | -21.0% | -15.3% | -5.7% | -21.8% |
| All | +14.1% | -60.1% | +74.2% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling