+7.3%
AVAV vs PTC
+59.6%
-52.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.3% | -9.6% | -9.8% |
| 7D | -24.3% | -0.1% | -24.2% | -24.3% |
| 30D | -28.9% | +0.8% | -29.7% | -29.0% |
| 3M | -39.3% | +39.6% | -78.8% | -45.8% |
| 6M | -38.8% | +41.5% | -80.2% | -46.4% |
| YTD | -57.8% | +11.7% | -69.5% | -59.4% |
| 1Y | -70.9% | +2.4% | -73.3% | -71.0% |
| 3Y | -14.8% | +31.9% | -46.7% | -26.6% |
| 5Y | +7.3% | +54.5% | -47.2% | -17.7% |
| All | +7.3% | +59.6% | -52.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling