+294.0%
PCAR vs AVAV
+361.4%
-67.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.5% | -12.9% | -3.6% |
| 7D | +0.1% | -10.6% | +10.7% | +1.1% |
| 30D | -4.6% | -18.8% | +14.2% | -2.7% |
| 3M | -22.6% | -34.1% | +11.5% | -19.4% |
| 6M | -12.0% | -35.3% | +23.4% | -9.1% |
| YTD | -6.1% | -53.4% | +47.3% | -0.8% |
| 1Y | +6.3% | -65.6% | +72.0% | +16.3% |
| 3Y | +31.8% | -5.1% | +36.9% | +20.1% |
| 5Y | +104.2% | +18.5% | +85.7% | +73.2% |
| All | +294.0% | +361.4% | -67.4% | +144.3% |
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