+31.9%
AVAV vs PFGC
+129.0%
-97.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | +18.4% | +0.3% | +18.1% | +18.3% |
| 30D | -4.9% | +16.1% | -21.1% | -10.1% |
| 3M | -37.7% | +2.4% | -40.0% | -38.4% |
| 6M | -28.4% | +15.7% | -44.1% | -32.9% |
| YTD | -50.0% | +22.3% | -72.3% | -54.2% |
| 1Y | -62.6% | +13.9% | -76.5% | -64.9% |
| 3Y | -0.6% | +80.3% | -80.9% | -22.4% |
| 5Y | +31.9% | +136.1% | -104.2% | -11.4% |
| All | +31.9% | +129.0% | -97.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling