+19.6%
AVAV vs PENG
+42.1%
-22.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +12.4% | -1.9% | +8.3% |
| 7D | -10.6% | -19.4% | +8.9% | -7.6% |
| 30D | -18.8% | -42.4% | +23.6% | -11.9% |
| 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% | -61.6% |
| 1Y | -65.6% | +93.6% | -159.2% | -71.2% |
| 3Y | -5.1% | +170.2% | -175.3% | -26.2% |
| All | +19.6% | +42.1% | -22.5% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling