-37.2%
AVAV vs PENG
+54.5%
-91.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -9.1% | +0.8% | -7.2% |
| 7D | -10.1% | -20.5% | +10.4% | -7.7% |
| 30D | -18.7% | -20.4% | +1.6% | -16.9% |
| 3M | -33.0% | -16.4% | -16.6% | -32.1% |
| 6M | -37.2% | +49.2% | -86.4% | -29.8% |
| All | -37.2% | +54.5% | -91.7% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling