+59.6%
PPL vs AVTR
+1.7%
+57.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +2.7% | +2.7% | 0.0% | +2.3% |
| 30D | +0.5% | +12.1% | -11.6% | -1.0% |
| 3M | +0.7% | +57.2% | -56.6% | -5.6% |
| 6M | -7.6% | +73.1% | -80.7% | -14.7% |
| YTD | +1.8% | +30.6% | -28.8% | -2.5% |
| 1Y | -0.8% | +13.5% | -14.2% | -4.1% |
| 3Y | +56.9% | -31.0% | +87.9% | +60.9% |
| 5Y | +39.5% | -63.2% | +102.8% | +58.4% |
| All | +59.6% | +1.7% | +57.9% | +36.2% |
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