+59.9%
PPL vs AVTR
-31.1%
+91.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.7% | +2.7% | 0.0% | +2.6% |
| 30D | +0.5% | +12.1% | -11.6% | +0.1% |
| 3M | +0.7% | +57.2% | -56.6% | -0.7% |
| 6M | -7.6% | +73.1% | -80.7% | -9.2% |
| YTD | +1.8% | +30.6% | -28.8% | +1.2% |
| 1Y | -0.8% | +13.5% | -14.2% | -1.0% |
| All | +59.9% | -31.1% | +91.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling