+1,694.0%
PWR vs AVTR
+1.1%
+1,692.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -7.7% | +8.1% | -15.8% | -9.4% |
| 3M | -4.9% | +54.2% | -59.1% | -15.4% |
| 6M | +9.7% | +82.6% | -72.8% | -7.0% |
| YTD | +46.7% | +29.8% | +16.8% | +34.7% |
| 1Y | +58.7% | +18.0% | +40.7% | +46.5% |
| 3Y | +200.7% | -26.4% | +227.2% | +205.1% |
| 5Y | +438.6% | -64.8% | +503.4% | +573.8% |
| All | +1,694.0% | +1.1% | +1,692.9% | +1,498.7% |
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