+379.1%
AVAV vs PFGC
+360.0%
+19.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.0% | +8.6% | +11.7% |
| 7D | +3.2% | +10.8% | -7.7% | +0.2% |
| 30D | -7.4% | +17.8% | -25.2% | -11.5% |
| 3M | -32.0% | -2.7% | -29.3% | -32.0% |
| 6M | -24.6% | +20.0% | -44.6% | -28.6% |
| YTD | -47.5% | +24.3% | -71.8% | -50.8% |
| 1Y | -61.5% | +13.2% | -74.7% | -63.1% |
| 3Y | +5.5% | +85.9% | -80.4% | -10.8% |
| 5Y | +35.7% | +141.0% | -105.3% | +6.4% |
| 10Y | +379.1% | +370.6% | +8.5% | +205.7% |
| All | +379.1% | +360.0% | +19.1% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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