+345.1%
AVAV vs PFG
+189.4%
+155.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +9.9% | -2.2% | +12.1% | +11.1% |
| 30D | -5.4% | +6.4% | -11.8% | -7.9% |
| 3M | -36.5% | +2.2% | -38.8% | -37.2% |
| 6M | -25.3% | +16.3% | -41.5% | -30.5% |
| YTD | -48.6% | +33.2% | -81.8% | -55.2% |
| 1Y | -62.1% | +40.6% | -102.7% | -67.8% |
| 3Y | +2.3% | +83.3% | -81.0% | -24.4% |
| 5Y | +35.4% | +97.7% | -62.4% | -5.2% |
| 10Y | +345.1% | +189.9% | +155.2% | +154.1% |
| All | +345.1% | +189.4% | +155.7% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling