+0.7%
PEP vs AVTR
+16.2%
-15.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +0.1% | +7.4% | -7.3% | -0.3% |
| 30D | +0.7% | +12.2% | -11.6% | 0.0% |
| 3M | -0.5% | +57.4% | -57.9% | -2.7% |
| 6M | -11.3% | +86.7% | -98.0% | -14.2% |
| YTD | -0.6% | +33.1% | -33.7% | -2.3% |
| All | +0.7% | +16.2% | -15.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling