-5.1%
AVAV vs PTC
+32.2%
-37.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.9% |
| 3M | -34.1% | +32.1% | -66.2% | -37.9% |
| 6M | -35.3% | +42.6% | -78.0% | -40.9% |
| YTD | -53.4% | +12.0% | -65.4% | -53.5% |
| 1Y | -65.6% | +12.2% | -77.8% | -65.7% |
| 3Y | -5.1% | +31.2% | -36.3% | -25.7% |
| All | -5.1% | +32.2% | -37.2% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling