-14.1%
AVAV vs PENG
+153.0%
-167.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -23.0% | +13.2% | -5.4% |
| 7D | -24.3% | -36.7% | +12.4% | -17.7% |
| 30D | -28.9% | -42.0% | +13.2% | -22.1% |
| 3M | -39.3% | -33.2% | -6.1% | -35.7% |
| 6M | -38.8% | +2.1% | -40.9% | -43.0% |
| YTD | -57.8% | +90.3% | -148.1% | -66.7% |
| 1Y | -70.9% | +67.7% | -138.6% | -76.4% |
| All | -14.1% | +153.0% | -167.1% | -39.6% |
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 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