+51.8%
AVAV vs PENG
+101.4%
-49.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.7% |
| 7D | -2.2% | +4.5% | -6.8% | -2.9% |
| 30D | -13.9% | -7.1% | -6.8% | -13.0% |
| 3M | -29.2% | -27.3% | -2.0% | -27.4% |
| 6M | -36.1% | +169.6% | -205.7% | -47.1% |
| YTD | -40.2% | +164.6% | -204.8% | -50.4% |
| 1Y | -36.2% | +109.5% | -145.7% | -45.6% |
| All | +51.8% | +101.4% | -49.6% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling