+540.9%
PH vs AVTR
+1.1%
+539.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | 0.0% | +1.6% | -1.6% | -0.5% |
| 30D | -10.3% | +8.4% | -18.7% | -12.7% |
| 3M | +5.1% | +50.2% | -45.1% | -9.2% |
| 6M | +2.3% | +82.6% | -80.3% | -17.8% |
| YTD | +8.7% | +29.8% | -21.2% | -2.8% |
| 1Y | +26.8% | +16.0% | +10.8% | +14.7% |
| 3Y | +139.2% | -26.4% | +165.6% | +145.1% |
| 5Y | +251.1% | -64.5% | +315.6% | +366.3% |
| All | +540.9% | +1.1% | +539.8% | +402.2% |
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 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