-76.0%
PCG vs AVAV
+315.4%
-391.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.4% |
| 7D | +2.2% | +4.2% | -2.1% | +1.7% |
| 30D | +0.8% | -2.6% | +3.3% | +0.7% |
| 3M | -23.8% | -38.0% | +14.2% | -20.9% |
| 6M | -19.6% | -27.0% | +7.4% | -18.7% |
| YTD | -16.7% | -51.4% | +34.7% | -13.5% |
| 1Y | -19.4% | -60.2% | +40.8% | -14.6% |
| 3Y | -18.3% | -6.7% | -11.6% | -25.6% |
| 5Y | +10.4% | +28.3% | -17.9% | -7.5% |
| All | -76.0% | +315.4% | -391.4% | -81.7% |
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