+33.3%
PEP vs AVTR
+1.7%
+31.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | +0.2% | +12.1% | -11.8% | -1.3% |
| 3M | -1.1% | +57.2% | -58.4% | -7.2% |
| 6M | -13.5% | +73.1% | -86.5% | -20.0% |
| YTD | -1.2% | +30.6% | -31.8% | -5.4% |
| 1Y | -1.6% | +13.5% | -15.0% | -4.7% |
| 3Y | -12.5% | -31.0% | +18.5% | -11.1% |
| 5Y | +3.0% | -63.2% | +66.3% | +14.8% |
| All | +33.3% | +1.7% | +31.6% | +18.8% |
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