+462.7%
AVAV vs PFGC
+465.8%
-3.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.4% | +10.9% |
| 7D | -10.6% | +8.5% | -19.1% | -12.8% |
| 30D | -18.8% | +15.0% | -33.8% | -22.0% |
| 3M | -34.1% | -6.2% | -27.9% | -33.6% |
| 6M | -35.3% | +15.7% | -51.1% | -38.3% |
| YTD | -53.4% | +19.6% | -72.9% | -55.9% |
| 1Y | -65.6% | +13.2% | -78.8% | -67.1% |
| 3Y | -5.1% | +77.0% | -82.0% | -18.8% |
| 5Y | +18.5% | +121.5% | -102.9% | -5.3% |
| 10Y | +369.8% | +354.5% | +15.3% | +201.2% |
| All | +462.7% | +465.8% | -3.1% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling