+278.2%
PCAR vs AVAV
+358.8%
-80.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +3.8% | 0.0% | +3.8% | +3.6% |
| 30D | -2.0% | -9.9% | +8.0% | -1.2% |
| 3M | -19.1% | -34.7% | +15.6% | -15.6% |
| 6M | -6.8% | -26.6% | +19.8% | -5.2% |
| YTD | -2.5% | -48.9% | +46.5% | +1.9% |
| 1Y | +9.7% | -63.0% | +72.7% | +18.9% |
| 3Y | +34.0% | +1.6% | +32.4% | +21.4% |
| 5Y | +113.3% | +34.5% | +78.9% | +78.4% |
| 10Y | +278.2% | +359.3% | -81.1% | +151.2% |
| All | +278.2% | +358.8% | -80.6% | +151.2% |
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 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