+391.1%
AVAV vs PPG
+479.8%
-88.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | -2.6% | +17.6% | -20.1% | -9.3% |
| 3M | -38.0% | +7.5% | -45.4% | -40.1% |
| 6M | -27.0% | +17.6% | -44.6% | -32.1% |
| YTD | -51.4% | +22.6% | -74.0% | -55.9% |
| 1Y | -60.2% | +28.0% | -88.2% | -64.6% |
| 3Y | -6.7% | +1.8% | -8.4% | -10.6% |
| 5Y | +28.3% | -15.5% | +43.8% | +29.6% |
| 10Y | +320.5% | +54.9% | +265.6% | +210.1% |
| All | +391.1% | +479.8% | -88.7% | +109.4% |
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