+516.6%
AVAV vs PSLV
+117.0%
+399.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -13.9% | +7.3% | -21.2% | -14.9% |
| 3M | -29.2% | -7.4% | -21.8% | -28.5% |
| 6M | -36.1% | -20.3% | -15.9% | -34.5% |
| YTD | -40.2% | -8.2% | -32.0% | -40.5% |
| 1Y | -36.2% | +57.9% | -94.1% | -41.2% |
| 3Y | +47.5% | +162.1% | -114.6% | +27.0% |
| 5Y | +39.3% | +151.2% | -111.9% | +19.7% |
| 10Y | +482.6% | +191.7% | +290.9% | +388.3% |
| All | +516.6% | +117.0% | +399.6% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling