+234.1%
PBR vs AVAV
+351.0%
-117.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -3.6% |
| 7D | -16.0% | -10.6% | -5.4% | -14.2% |
| 30D | -22.8% | -18.8% | -4.0% | -19.8% |
| 3M | +3.0% | -34.1% | +37.1% | +10.9% |
| 6M | -8.1% | -35.3% | +27.3% | -3.2% |
| YTD | +63.1% | -53.4% | +116.5% | +78.2% |
| 1Y | +59.3% | -65.6% | +124.9% | +85.6% |
| 3Y | +66.1% | -5.1% | +71.2% | +39.3% |
| 5Y | +495.8% | +18.5% | +477.3% | +331.1% |
| 10Y | +514.7% | +369.8% | +144.8% | +147.6% |
| All | +234.1% | +351.0% | -117.0% | +13.2% |
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 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