+1.6%
PG vs AVTR
-27.0%
+28.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.8% |
| 30D | +0.8% | +6.3% | -5.5% | +0.6% |
| 3M | -1.3% | +53.3% | -54.7% | -3.3% |
| 6M | -3.8% | +78.6% | -82.5% | -6.6% |
| YTD | +3.6% | +29.2% | -25.6% | +2.2% |
| 1Y | -5.7% | +13.8% | -19.6% | -6.6% |
| 3Y | +1.6% | -27.4% | +29.0% | -0.5% |
| All | +1.6% | -27.0% | +28.6% | -0.5% |
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 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