+167.5%
PEG vs AVAV
+315.4%
-147.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.6% |
| 7D | +4.5% | +4.2% | +0.3% | +4.1% |
| 30D | +7.5% | -2.6% | +10.1% | +7.5% |
| 3M | +0.8% | -38.0% | +38.8% | +4.1% |
| 6M | 0.0% | -27.0% | +27.0% | +1.1% |
| YTD | -3.0% | -51.4% | +48.4% | +0.2% |
| 1Y | -4.7% | -60.2% | +55.5% | 0.0% |
| 3Y | +36.5% | -6.7% | +43.1% | +29.0% |
| 5Y | +44.4% | +28.3% | +16.0% | +30.3% |
| All | +167.5% | +315.4% | -147.9% | +126.6% |
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 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