+422.1%
PWR vs AVTR
-59.7%
+481.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +19.1% | +3.2% | +15.9% | +18.5% |
| 30D | -12.0% | +0.5% | -12.5% | -12.1% |
| 3M | -10.6% | +12.1% | -22.7% | -12.6% |
| 6M | -20.8% | +91.2% | -112.0% | -31.8% |
| YTD | +43.7% | +36.3% | +7.4% | +32.8% |
| 1Y | +35.0% | +35.2% | -0.3% | +24.7% |
| 3Y | +249.4% | -15.8% | +265.3% | +243.1% |
| 5Y | +422.1% | -58.9% | +481.0% | +611.8% |
| All | +422.1% | -59.7% | +481.8% | +611.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling