+295.0%
PCAR vs AVAV
+360.4%
-65.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +2.2% | +9.9% | -7.7% | +1.0% |
| 30D | +0.3% | -5.4% | +5.7% | +0.6% |
| 3M | -17.9% | -36.5% | +18.6% | -14.2% |
| 6M | -3.4% | -25.3% | +21.9% | -1.9% |
| YTD | -0.1% | -48.6% | +48.5% | +4.3% |
| 1Y | +13.4% | -62.1% | +75.5% | +22.6% |
| 3Y | +37.2% | +2.3% | +34.9% | +24.2% |
| 5Y | +117.3% | +35.4% | +82.0% | +81.5% |
| 10Y | +295.0% | +345.1% | -50.1% | +155.8% |
| All | +295.0% | +360.4% | -65.4% | +155.8% |
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