-52.5%
PCG vs AVAV
+478.6%
-531.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.6% |
| 7D | -13.9% | -2.2% | -11.6% | -13.7% |
| 30D | -16.9% | -13.9% | -2.9% | -15.8% |
| 3M | -14.7% | -29.2% | +14.5% | -12.7% |
| 6M | -23.8% | -36.1% | +12.3% | -21.7% |
| YTD | -10.5% | -40.2% | +29.7% | -8.4% |
| 1Y | -5.1% | -36.2% | +31.1% | -4.2% |
| 3Y | -11.6% | +47.5% | -59.1% | -21.7% |
| 5Y | +59.0% | +39.3% | +19.7% | +37.7% |
| 10Y | -75.7% | +482.6% | -558.3% | -82.6% |
| All | -52.5% | +478.6% | -531.1% | -69.6% |
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