+91.3%
PEP vs AVAV
+327.1%
-235.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.1% |
| 7D | -0.3% | +18.4% | -18.7% | -0.9% |
| 30D | +11.8% | -4.9% | +16.7% | +11.8% |
| 3M | +3.7% | -37.7% | +41.3% | +5.1% |
| 6M | -4.3% | -28.4% | +24.1% | -3.7% |
| YTD | +2.1% | -50.0% | +52.2% | +3.5% |
| 1Y | +2.5% | -62.6% | +65.1% | +5.1% |
| 3Y | -5.0% | -0.6% | -4.4% | -10.1% |
| 5Y | +2.9% | +31.9% | -29.1% | -6.6% |
| All | +91.3% | +327.1% | -235.9% | +57.7% |
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