+504.5%
AVAV vs PPG
+429.2%
+75.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -2.2% | -1.5% | -0.7% | -1.6% |
| 30D | -13.9% | -5.0% | -9.0% | -12.0% |
| 3M | -29.2% | +1.1% | -30.4% | -29.5% |
| 6M | -36.1% | -3.2% | -33.0% | -35.5% |
| YTD | -40.2% | +11.9% | -52.1% | -43.4% |
| 1Y | -36.2% | +5.3% | -41.5% | -38.3% |
| 3Y | +47.5% | -15.0% | +62.5% | +53.0% |
| 5Y | +39.3% | -19.6% | +58.9% | +43.8% |
| 10Y | +482.6% | +27.0% | +455.5% | +369.1% |
| All | +504.5% | +429.2% | +75.3% | +169.1% |
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