-14.5%
PCG vs AVTR
+1.7%
-16.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.8% |
| 7D | -13.9% | +2.7% | -16.5% | -14.5% |
| 30D | -16.9% | +12.1% | -28.9% | -19.2% |
| 3M | -14.7% | +57.2% | -72.0% | -24.6% |
| 6M | -23.8% | +73.1% | -96.9% | -34.7% |
| YTD | -10.5% | +30.6% | -41.1% | -17.9% |
| 1Y | -5.1% | +13.5% | -18.6% | -11.2% |
| 3Y | -11.6% | -31.0% | +19.4% | -8.6% |
| 5Y | +59.0% | -63.2% | +122.2% | +101.0% |
| All | -14.5% | +1.7% | -16.2% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling