+34.5%
AVAV vs PTC
+61.7%
-27.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.8% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | -9.9% | +1.1% | -11.0% | -10.2% |
| 3M | -34.7% | +30.1% | -64.9% | -40.2% |
| 6M | -26.6% | +34.0% | -60.6% | -34.1% |
| YTD | -48.9% | +12.8% | -61.8% | -51.0% |
| 1Y | -63.0% | +10.7% | -73.7% | -64.2% |
| 3Y | +1.6% | +29.6% | -28.1% | -11.6% |
| 5Y | +34.5% | +63.5% | -29.1% | -0.8% |
| All | +34.5% | +61.7% | -27.2% | -0.8% |
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 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