+364.4%
PCAR vs AVAV
+479.1%
-114.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | -6.2% | -13.9% | +7.7% | -4.8% |
| 3M | +5.9% | -29.2% | +35.1% | +9.2% |
| 6M | +0.4% | -36.1% | +36.5% | +4.1% |
| YTD | +14.8% | -40.2% | +55.0% | +18.5% |
| 1Y | +30.1% | -36.2% | +66.3% | +32.0% |
| 3Y | +66.7% | +47.5% | +19.1% | +43.5% |
| 5Y | +166.1% | +39.3% | +126.9% | +123.0% |
| All | +364.4% | +479.1% | -114.6% | +168.4% |
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 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