-14.1%
PCOR vs AVAV
-4.2%
-9.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.8% | +9.8% | +1.6% |
| 7D | +23.7% | -24.3% | +48.0% | +29.1% |
| 30D | +39.0% | -28.9% | +67.9% | +46.5% |
| 3M | +35.8% | -39.3% | +75.0% | +46.6% |
| 6M | +38.2% | -38.8% | +77.0% | +46.5% |
| YTD | +3.9% | -57.8% | +61.7% | +15.6% |
| 1Y | +5.7% | -70.9% | +76.6% | +25.9% |
| 3Y | +44.8% | -14.8% | +59.6% | +25.1% |
| 5Y | -19.8% | +7.3% | -27.1% | -40.8% |
| All | -14.1% | -4.2% | -9.9% | -35.4% |
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