+7.3%
AVAV vs PENG
+31.0%
-23.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -23.0% | +13.2% | -6.0% |
| 7D | -24.3% | -36.7% | +12.4% | -18.6% |
| 30D | -28.9% | -42.0% | +13.2% | -23.0% |
| 3M | -39.3% | -33.2% | -6.1% | -36.1% |
| 6M | -38.8% | +2.1% | -40.9% | -41.7% |
| YTD | -57.8% | +90.3% | -148.1% | -64.5% |
| 1Y | -70.9% | +67.7% | -138.6% | -75.0% |
| 3Y | -14.8% | +154.2% | -169.0% | -32.9% |
| 5Y | +7.3% | +28.3% | -21.0% | -8.9% |
| All | +7.3% | +31.0% | -23.7% | -8.9% |
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