+260.7%
AVAV vs PENG
+597.2%
-336.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +12.4% | -1.9% | +8.3% |
| 7D | -10.6% | -19.4% | +8.9% | -7.5% |
| 30D | -18.8% | -42.4% | +23.6% | -11.7% |
| 3M | -34.1% | -25.6% | -8.5% | -31.9% |
| 6M | -35.3% | +7.3% | -42.6% | -39.0% |
| YTD | -53.4% | +113.9% | -167.2% | -61.4% |
| 1Y | -65.6% | +93.6% | -159.2% | -71.1% |
| 3Y | -5.1% | +170.2% | -175.3% | -27.1% |
| 5Y | +18.5% | +44.2% | -25.7% | -6.1% |
| All | +260.7% | +597.2% | -336.5% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling