+358.4%
AVAV vs PTC
+334.9%
+23.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.2% | +10.4% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | -18.8% | +0.8% | -19.6% | -19.0% |
| 3M | -34.1% | +32.1% | -66.2% | -42.0% |
| 6M | -35.3% | +42.6% | -78.0% | -45.8% |
| YTD | -53.4% | +12.0% | -65.4% | -56.8% |
| 1Y | -65.6% | +12.2% | -77.8% | -68.2% |
| 3Y | -5.1% | +31.2% | -36.3% | -20.2% |
| 5Y | +18.5% | +54.9% | -36.4% | -9.5% |
| All | +358.4% | +334.9% | +23.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling