-55.9%
PCG vs AVAV
+308.3%
-364.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.8% | +8.6% | -0.4% |
| 7D | 0.0% | -24.3% | +24.3% | +2.4% |
| 30D | +5.8% | -28.9% | +34.7% | +8.9% |
| 3M | -22.8% | -39.3% | +16.5% | -19.5% |
| 6M | -18.4% | -38.8% | +20.3% | -16.0% |
| YTD | -16.9% | -57.8% | +40.9% | -12.4% |
| 1Y | -17.6% | -70.9% | +53.3% | -10.0% |
| 3Y | -20.0% | -14.8% | -5.2% | -25.1% |
| 5Y | +16.0% | +7.3% | +8.7% | +2.6% |
| 10Y | -76.7% | +325.3% | -402.0% | -82.9% |
| All | -55.9% | +308.3% | -364.2% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling