+0.5%
PFE vs AVTR
+1.1%
-0.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -4.3% | +1.6% | -5.8% | -4.6% |
| 30D | +2.7% | +8.4% | -5.7% | +1.2% |
| 3M | +10.0% | +50.2% | -40.2% | +1.9% |
| 6M | +7.2% | +82.6% | -75.4% | -4.5% |
| YTD | +17.3% | +29.8% | -12.5% | +10.7% |
| 1Y | +20.3% | +16.0% | +4.3% | +14.7% |
| 3Y | -1.6% | -26.4% | +24.8% | -0.6% |
| 5Y | -21.4% | -64.5% | +43.1% | -12.0% |
| All | +0.5% | +1.1% | -0.6% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling