+196.6%
PH vs AVTR
-60.3%
+256.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.4% |
| 7D | +2.0% | -3.6% | +5.6% | +2.8% |
| 30D | -3.7% | +0.8% | -4.5% | -3.9% |
| 3M | -14.0% | +17.4% | -31.4% | -17.5% |
| 6M | +2.1% | +83.5% | -81.4% | -13.6% |
| YTD | +5.1% | +35.0% | -29.9% | -4.3% |
| 1Y | +10.9% | +36.7% | -25.7% | +0.6% |
| 3Y | +132.9% | -15.3% | +148.3% | +130.6% |
| All | +196.6% | -60.3% | +256.9% | +259.3% |
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