+0.7%
PFE vs AVTR
-27.6%
+28.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +1.8% | +2.7% | -0.9% | +1.2% |
| 30D | +10.2% | +12.1% | -1.8% | +7.9% |
| 3M | +12.7% | +57.2% | -44.6% | +2.8% |
| 6M | +10.5% | +73.1% | -62.5% | -1.5% |
| YTD | +20.2% | +30.6% | -10.5% | +13.0% |
| 1Y | +24.1% | +13.5% | +10.6% | +18.3% |
| All | +0.7% | -27.6% | +28.3% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling