-69.0%
AVAV vs PENG
+120.5%
-189.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -9.1% | +0.8% | -6.9% |
| 7D | -10.1% | -20.5% | +10.4% | -7.0% |
| 30D | -18.7% | -20.4% | +1.6% | -16.5% |
| 3M | -33.0% | -16.4% | -16.6% | -32.0% |
| 6M | -37.2% | +49.2% | -86.4% | -45.6% |
| YTD | -53.2% | +147.2% | -200.4% | -66.8% |
| 1Y | -69.0% | +124.7% | -193.7% | -77.4% |
| All | -69.0% | +120.5% | -189.5% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling