+2.9%
PFE vs AVTR
+1.7%
+1.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +1.8% | +2.7% | -0.9% | +1.3% |
| 30D | +10.2% | +12.1% | -1.8% | +8.1% |
| 3M | +12.7% | +57.2% | -44.6% | +3.5% |
| 6M | +10.5% | +73.1% | -62.5% | -0.5% |
| YTD | +20.2% | +30.6% | -10.5% | +13.3% |
| 1Y | +24.1% | +13.5% | +10.6% | +18.8% |
| 3Y | -3.6% | -31.0% | +27.4% | -1.5% |
| 5Y | -20.9% | -63.2% | +42.4% | -11.9% |
| All | +2.9% | +1.7% | +1.2% | -1.5% |
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