+64.1%
PPL vs AVTR
+5.1%
+59.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.8% |
| 7D | +0.4% | -3.6% | +4.0% | +0.9% |
| 30D | +5.4% | +0.8% | +4.7% | +5.3% |
| 3M | +4.3% | +17.4% | -13.1% | +2.0% |
| 6M | -1.3% | +83.5% | -84.8% | -9.6% |
| YTD | +4.7% | +35.0% | -30.3% | -0.3% |
| 1Y | +1.3% | +36.7% | -35.4% | -3.9% |
| 3Y | +57.2% | -15.3% | +72.5% | +55.2% |
| 5Y | +48.2% | -59.5% | +107.7% | +65.7% |
| All | +64.1% | +5.1% | +59.0% | +39.3% |
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