+332.8%
AVAV vs PFGC
+351.2%
-18.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +9.9% | +1.5% | +8.4% | +9.5% |
| 30D | -5.4% | +17.4% | -22.8% | -9.5% |
| 3M | -36.5% | -2.4% | -34.1% | -36.6% |
| 6M | -25.3% | +18.2% | -43.5% | -29.0% |
| YTD | -48.6% | +23.7% | -72.2% | -51.7% |
| 1Y | -62.1% | +15.0% | -77.0% | -63.8% |
| 3Y | +2.3% | +82.3% | -80.0% | -13.1% |
| 5Y | +35.4% | +131.9% | -96.5% | +7.1% |
| All | +332.8% | +351.2% | -18.3% | +176.9% |
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