+40.4%
AVAV vs PENG
+115.2%
-74.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.8% |
| 7D | -2.2% | +4.5% | -6.8% | -3.0% |
| 30D | -13.9% | -7.1% | -6.8% | -13.0% |
| 3M | -29.2% | -27.3% | -2.0% | -27.2% |
| 6M | -36.1% | +169.6% | -205.7% | -47.9% |
| YTD | -40.2% | +164.6% | -204.8% | -51.2% |
| 1Y | -36.2% | +109.5% | -145.7% | -46.3% |
| 3Y | +47.5% | +98.9% | -51.4% | +18.9% |
| All | +40.4% | +115.2% | -74.8% | -0.6% |
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 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