+1,645.8%
PWR vs AVTR
+5.6%
+1,640.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +11.3% | +0.5% | +10.8% | +11.2% |
| 30D | -8.9% | -1.0% | -7.8% | -8.6% |
| 3M | -10.5% | +12.2% | -22.7% | -13.0% |
| 6M | -22.2% | +97.5% | -119.6% | -35.1% |
| YTD | +42.7% | +35.6% | +7.1% | +29.7% |
| 1Y | +41.1% | +32.8% | +8.3% | +28.7% |
| 3Y | +242.7% | -16.5% | +259.2% | +235.5% |
| 5Y | +418.5% | -59.1% | +477.7% | +524.1% |
| All | +1,645.8% | +5.6% | +1,640.2% | +1,439.0% |
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