+509.8%
AVAV vs PPG
+26.9%
+482.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | -6.2% | +7.7% | +4.1% |
| 30D | -24.3% | -7.9% | -16.4% | -21.7% |
| 3M | -20.1% | -10.2% | -9.9% | -16.4% |
| 6M | -29.4% | +2.7% | -32.0% | -30.3% |
| YTD | -39.3% | +4.9% | -44.2% | -41.0% |
| 1Y | -39.3% | -3.2% | -36.1% | -39.2% |
| 3Y | +29.5% | -17.0% | +46.5% | +35.4% |
| 5Y | +56.3% | -23.3% | +79.7% | +64.8% |
| All | +509.8% | +26.9% | +482.9% | +368.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling