+416.1%
AVAV vs PPG
+488.6%
-72.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | 0.0% | +3.2% | -3.3% | -1.4% |
| 30D | -9.9% | +20.4% | -30.3% | -17.0% |
| 3M | -34.7% | +8.4% | -43.1% | -37.2% |
| 6M | -26.6% | +15.6% | -42.3% | -31.2% |
| YTD | -48.9% | +24.4% | -73.4% | -54.0% |
| 1Y | -63.0% | +32.9% | -95.9% | -67.6% |
| 3Y | +1.6% | +3.7% | -2.1% | -3.5% |
| 5Y | +34.5% | -13.7% | +48.2% | +34.6% |
| 10Y | +359.3% | +55.5% | +303.8% | +238.1% |
| All | +416.1% | +488.6% | -72.5% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling