+262.8%
PBR vs AVAV
+478.6%
-215.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +8.6% | -2.2% | +10.8% | +9.0% |
| 30D | +12.8% | -13.9% | +26.7% | +15.8% |
| 3M | +14.7% | -29.2% | +43.9% | +20.5% |
| 6M | +25.2% | -36.1% | +61.3% | +32.6% |
| YTD | +77.1% | -40.2% | +117.3% | +85.1% |
| 1Y | +69.6% | -36.2% | +105.8% | +71.8% |
| 3Y | +95.6% | +47.5% | +48.0% | +48.3% |
| 5Y | +501.8% | +39.3% | +462.5% | +325.2% |
| 10Y | +640.6% | +482.6% | +158.0% | +188.6% |
| All | +262.8% | +478.6% | -215.8% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling