+320.4%
PBF vs AVAV
+499.0%
-178.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +4.3% | -2.2% | +6.5% | +4.8% |
| 30D | +22.0% | -13.9% | +35.9% | +25.9% |
| 3M | +74.5% | -29.2% | +103.7% | +84.8% |
| 6M | +67.7% | -36.1% | +103.8% | +78.9% |
| YTD | +179.2% | -40.2% | +219.4% | +191.8% |
| 1Y | +170.0% | -36.2% | +206.2% | +170.5% |
| 3Y | +66.4% | +47.5% | +18.9% | +13.6% |
| 5Y | +764.5% | +39.3% | +725.2% | +451.3% |
| All | +320.4% | +499.0% | -178.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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