+61.4%
PPL vs AVTR
+6.1%
+55.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -2.2% | +3.2% | -5.4% | -2.6% |
| 30D | +1.7% | +0.5% | +1.2% | +1.5% |
| 3M | +0.1% | +12.1% | -12.0% | -1.5% |
| 6M | -1.5% | +91.2% | -92.7% | -10.3% |
| YTD | +3.0% | +36.3% | -33.3% | -2.1% |
| 1Y | -1.4% | +35.2% | -36.7% | -6.3% |
| 3Y | +53.5% | -15.8% | +69.3% | +51.8% |
| 5Y | +46.4% | -58.9% | +105.3% | +63.3% |
| All | +61.4% | +6.1% | +55.3% | +36.8% |
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