+72.5%
PBF vs AVAV
+1.8%
+70.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.8% |
| 7D | -4.0% | +9.9% | -13.8% | -4.5% |
| 30D | -18.0% | -5.4% | -12.6% | -17.9% |
| 3M | +0.9% | -36.5% | +37.5% | +3.0% |
| 6M | +65.7% | -25.3% | +91.0% | +66.6% |
| YTD | +161.9% | -48.6% | +210.4% | +165.0% |
| 1Y | +77.8% | -62.1% | +139.9% | +87.2% |
| All | +72.5% | +1.8% | +70.8% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling