+144.3%
PEG vs AVAV
+361.4%
-217.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -1.4% |
| 7D | -2.3% | -10.6% | +8.3% | -1.6% |
| 30D | +1.2% | -18.8% | +20.0% | +2.6% |
| 3M | -2.4% | -34.1% | +31.7% | +0.3% |
| 6M | -6.9% | -35.3% | +28.5% | -4.9% |
| YTD | -7.2% | -53.4% | +46.2% | -3.8% |
| 1Y | -8.9% | -65.6% | +56.8% | -3.2% |
| 3Y | +27.1% | -5.1% | +32.2% | +20.1% |
| 5Y | +33.8% | +18.5% | +15.3% | +21.9% |
| All | +144.3% | +361.4% | -217.1% | +127.4% |
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