+400.9%
AVAV vs PSLV
+57.8%
+343.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.4% |
| 7D | +4.2% | -6.3% | +10.5% | +5.3% |
| 30D | -2.6% | -12.7% | +10.1% | -0.7% |
| 3M | -38.0% | -24.7% | -13.2% | -35.5% |
| 6M | -27.0% | -44.6% | +17.6% | -20.9% |
| YTD | -51.4% | -33.3% | -18.1% | -49.5% |
| 1Y | -60.2% | -8.6% | -51.7% | -60.4% |
| 3Y | -6.7% | +108.2% | -114.8% | -16.8% |
| 5Y | +28.3% | +79.1% | -50.8% | +15.6% |
| 10Y | +320.5% | +137.7% | +182.8% | +267.0% |
| All | +400.9% | +57.8% | +343.1% | +322.8% |
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