-20.2%
PFE vs AVTR
-59.2%
+39.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.0% |
| 7D | -4.7% | +1.9% | -6.6% | -5.0% |
| 30D | +3.4% | +1.5% | +1.8% | +3.0% |
| 3M | +9.2% | +17.1% | -7.8% | +6.0% |
| 6M | +15.8% | +91.5% | -75.6% | +1.8% |
| YTD | +23.4% | +38.8% | -15.4% | +14.8% |
| 1Y | +25.8% | +37.7% | -11.9% | +17.1% |
| 3Y | +17.8% | -13.5% | +31.3% | +15.7% |
| 5Y | -20.2% | -59.3% | +39.1% | -11.0% |
| All | -20.2% | -59.2% | +39.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling