+41.0%
AVAV vs PPG
-18.4%
+59.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.7% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | -20.3% | -7.8% | -12.5% | -18.1% |
| 3M | -19.4% | -2.2% | -17.2% | -18.6% |
| 6M | -35.3% | +4.1% | -39.4% | -36.1% |
| YTD | -38.5% | +9.1% | -47.6% | -40.5% |
| 1Y | -37.2% | +1.0% | -38.2% | -37.9% |
| 3Y | +31.1% | -13.3% | +44.4% | +33.7% |
| 5Y | +41.0% | -19.2% | +60.2% | +33.5% |
| All | +41.0% | -18.4% | +59.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling