+621.8%
AVAV vs PFGC
+419.1%
+202.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | -13.9% | -11.9% | -2.0% | -11.3% |
| 3M | -29.2% | +5.0% | -34.2% | -30.3% |
| 6M | -36.1% | +8.6% | -44.7% | -37.8% |
| YTD | -40.2% | +9.7% | -49.9% | -41.8% |
| 1Y | -36.2% | -6.3% | -29.9% | -35.7% |
| 3Y | +47.5% | +58.2% | -10.7% | +30.6% |
| 5Y | +39.3% | +110.4% | -71.2% | +13.4% |
| 10Y | +482.6% | +272.8% | +209.8% | +294.3% |
| All | +621.8% | +419.1% | +202.7% | +355.6% |
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