+35.0%
PCAR vs AVAV
-14.7%
+49.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.8% | +8.3% | -1.0% |
| 7D | +2.2% | -24.3% | +26.5% | +3.6% |
| 30D | -4.4% | -28.9% | +24.5% | -2.7% |
| 3M | -21.4% | -39.3% | +17.8% | -19.4% |
| 6M | -7.3% | -38.8% | +31.4% | -5.5% |
| YTD | -3.8% | -57.8% | +54.0% | -0.5% |
| 1Y | +6.3% | -70.9% | +77.2% | +12.3% |
| All | +35.0% | -14.7% | +49.8% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling