+53.0%
AVAV vs PSLV
+161.1%
-108.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.9% |
| 7D | -3.2% | +3.3% | -6.5% | -3.9% |
| 30D | -25.6% | +2.1% | -27.7% | -26.0% |
| 3M | -20.2% | +7.1% | -27.4% | -21.7% |
| 6M | -38.1% | -21.6% | -16.5% | -35.6% |
| YTD | -41.8% | -6.7% | -35.1% | -43.3% |
| 1Y | -39.0% | +59.3% | -98.3% | -48.2% |
| 3Y | +24.1% | +182.1% | -158.0% | -9.6% |
| 5Y | +53.0% | +162.6% | -109.6% | +14.2% |
| All | +53.0% | +161.1% | -108.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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