+38.2%
PEP vs AVTR
+2.9%
+35.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.6% |
| 7D | +6.7% | -9.2% | +15.9% | +7.9% |
| 30D | +13.5% | -1.9% | +15.4% | +13.7% |
| 3M | +3.9% | +13.3% | -9.4% | +2.1% |
| 6M | -6.0% | +88.1% | -94.1% | -14.0% |
| YTD | +2.5% | +32.1% | -29.6% | -2.2% |
| 1Y | +3.9% | +30.7% | -26.8% | -0.8% |
| 3Y | -4.7% | -17.6% | +12.9% | -5.7% |
| 5Y | +1.1% | -60.3% | +61.4% | +11.2% |
| All | +38.2% | +2.9% | +35.3% | +22.9% |
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