+63.7%
PPL vs AVTR
+8.1%
+55.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | -1.2% | +1.9% | -3.1% | -1.5% |
| 30D | +4.2% | +1.5% | +2.7% | +4.0% |
| 3M | +1.5% | +17.1% | -15.6% | -0.7% |
| 6M | +1.0% | +91.5% | -90.4% | -7.9% |
| YTD | +4.4% | +38.8% | -34.4% | -1.0% |
| 1Y | +0.8% | +37.7% | -37.0% | -4.4% |
| 3Y | +56.5% | -13.5% | +70.0% | +54.1% |
| 5Y | +47.7% | -59.3% | +107.0% | +65.3% |
| All | +63.7% | +8.1% | +55.6% | +38.4% |
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