0.0%
PPL vs AVTR
+37.2%
-37.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.2% |
| 30D | +4.2% | +1.5% | +2.7% | +4.3% |
| 3M | +1.5% | +17.1% | -15.6% | +1.9% |
| 6M | +1.0% | +91.5% | -90.4% | +2.9% |
| YTD | +4.4% | +38.8% | -34.4% | +6.5% |
| All | 0.0% | +37.2% | -37.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling