+566.9%
PBR vs AVAV
+327.1%
+239.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.4% | +1.9% |
| 7D | -3.7% | +18.4% | -22.1% | -5.8% |
| 30D | -29.0% | -4.9% | -24.1% | -28.8% |
| 3M | +4.9% | -37.7% | +42.6% | +10.2% |
| 6M | -8.4% | -28.4% | +20.0% | -6.8% |
| YTD | +59.4% | -50.0% | +109.4% | +66.6% |
| 1Y | +45.5% | -62.6% | +108.1% | +58.3% |
| 3Y | +67.4% | -0.6% | +68.0% | +48.0% |
| 5Y | +453.0% | +31.9% | +421.0% | +340.4% |
| All | +566.9% | +327.1% | +239.8% | +347.3% |
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