+549.7%
PH vs AVTR
+1.7%
+548.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | -3.1% | +2.7% | -5.7% | -3.9% |
| 30D | -3.2% | +12.1% | -15.3% | -6.8% |
| 3M | +10.6% | +57.2% | -46.7% | -5.9% |
| 6M | -2.1% | +73.1% | -75.2% | -19.9% |
| YTD | +10.2% | +30.6% | -20.4% | -1.6% |
| 1Y | +28.2% | +13.5% | +14.7% | +17.0% |
| 3Y | +134.9% | -31.0% | +165.9% | +147.0% |
| 5Y | +253.6% | -63.2% | +316.9% | +362.9% |
| All | +549.7% | +1.7% | +548.0% | +408.2% |
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 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