-76.2%
PCG vs AVAV
+358.8%
-434.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -0.5% | 0.0% | -0.4% | -0.6% |
| 30D | +0.8% | -9.9% | +10.7% | +1.4% |
| 3M | -22.0% | -34.7% | +12.7% | -19.4% |
| 6M | -17.1% | -26.6% | +9.5% | -16.1% |
| YTD | -16.9% | -48.9% | +32.1% | -14.0% |
| 1Y | -19.1% | -63.0% | +43.9% | -13.4% |
| 3Y | -19.4% | +1.6% | -21.0% | -27.3% |
| 5Y | +9.0% | +34.5% | -25.5% | -9.0% |
| 10Y | -76.2% | +359.3% | -435.4% | -81.8% |
| All | -76.2% | +358.8% | -434.9% | -81.8% |
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