+504.5%
AVAV vs PFG
+255.5%
+249.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -2.2% | +5.5% | -7.8% | -3.6% |
| 30D | -13.9% | +2.4% | -16.3% | -14.5% |
| 3M | -29.2% | +13.6% | -42.8% | -31.6% |
| 6M | -36.1% | +27.9% | -64.0% | -40.1% |
| YTD | -40.2% | +35.6% | -75.8% | -44.8% |
| 1Y | -36.2% | +48.5% | -84.7% | -42.5% |
| 3Y | +47.5% | +66.9% | -19.3% | +28.2% |
| 5Y | +39.3% | +111.0% | -71.7% | +13.8% |
| 10Y | +482.6% | +244.5% | +238.1% | +317.1% |
| All | +504.5% | +255.5% | +249.0% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling