-11.9%
PEP vs AVAV
+48.2%
-60.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.7% |
| 7D | -1.4% | -2.2% | +0.8% | -1.5% |
| 30D | +0.2% | -13.9% | +14.2% | -0.2% |
| 3M | -1.1% | -29.2% | +28.1% | -2.0% |
| 6M | -13.5% | -36.1% | +22.6% | -14.4% |
| YTD | -1.2% | -40.2% | +39.0% | -2.1% |
| 1Y | -1.6% | -36.2% | +34.7% | -2.3% |
| All | -11.9% | +48.2% | -60.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling