+354.0%
PEG vs AVAV
+351.0%
+3.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -1.7% |
| 7D | -2.3% | -10.6% | +8.3% | -1.3% |
| 30D | +1.2% | -18.8% | +20.0% | +3.0% |
| 3M | -2.4% | -34.1% | +31.7% | +1.2% |
| 6M | -6.9% | -35.3% | +28.5% | -4.3% |
| YTD | -7.2% | -53.4% | +46.2% | -2.7% |
| 1Y | -8.9% | -65.6% | +56.8% | -1.5% |
| 3Y | +27.1% | -5.1% | +32.2% | +18.7% |
| 5Y | +33.8% | +18.5% | +15.3% | +18.6% |
| 10Y | +150.2% | +369.8% | -219.7% | +73.4% |
| All | +354.0% | +351.0% | +3.0% | +178.6% |
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