-77.6%
PCG vs AVAV
+361.4%
-439.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.5% | -12.4% | -2.9% |
| 7D | -1.6% | -10.6% | +9.0% | -0.8% |
| 30D | +1.4% | -18.8% | +20.2% | +3.0% |
| 3M | -23.4% | -34.1% | +10.7% | -20.9% |
| 6M | -19.4% | -35.3% | +16.0% | -17.5% |
| YTD | -18.5% | -53.4% | +34.9% | -15.1% |
| 1Y | -19.5% | -65.6% | +46.1% | -13.5% |
| 3Y | -21.0% | -5.1% | -15.9% | -28.2% |
| 5Y | +13.7% | +18.5% | -4.8% | -3.4% |
| All | -77.6% | +361.4% | -439.0% | -81.2% |
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