+229.6%
PBR vs AVAV
+394.0%
-164.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | -13.3% | 0.0% | -13.3% | -13.6% |
| 30D | -27.7% | -9.9% | -17.8% | -26.7% |
| 3M | +2.7% | -34.7% | +37.4% | +10.7% |
| 6M | -6.7% | -26.6% | +19.9% | -4.5% |
| YTD | +60.9% | -48.9% | +109.9% | +72.2% |
| 1Y | +46.6% | -63.0% | +109.6% | +68.0% |
| 3Y | +69.1% | +1.6% | +67.5% | +39.8% |
| 5Y | +469.6% | +34.5% | +435.1% | +299.5% |
| 10Y | +523.4% | +359.3% | +164.1% | +156.1% |
| All | +229.6% | +394.0% | -164.4% | +9.4% |
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