-69.0%
AVAV vs PPG
+38.5%
-107.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.0% | -13.3% | -10.0% |
| 7D | -10.1% | +7.5% | -17.6% | -12.7% |
| 30D | -18.7% | +20.9% | -39.6% | -25.0% |
| 3M | -33.0% | +8.7% | -41.7% | -35.3% |
| 6M | -37.2% | +23.8% | -61.0% | -41.3% |
| YTD | -53.2% | +26.5% | -79.7% | -59.3% |
| 1Y | -69.0% | +37.6% | -106.6% | -73.7% |
| All | -69.0% | +38.5% | -107.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling