+451.9%
PWR vs AVTR
-64.4%
+516.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | +2.7% | +1.6% | +1.1% | +2.4% |
| 30D | -5.1% | +8.4% | -13.5% | -6.6% |
| 3M | -9.4% | +50.2% | -59.5% | -17.4% |
| 6M | +10.4% | +82.6% | -72.2% | -4.3% |
| YTD | +48.6% | +29.8% | +18.8% | +38.6% |
| 1Y | +68.0% | +16.0% | +52.0% | +57.8% |
| 3Y | +204.7% | -26.4% | +231.2% | +211.8% |
| 5Y | +451.9% | -64.5% | +516.4% | +647.3% |
| All | +451.9% | -64.4% | +516.4% | +647.3% |
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 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