-4.6%
PEP vs AVAV
-14.7%
+10.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.8% | +10.1% | -0.2% |
| 7D | +6.7% | -24.3% | +31.0% | +5.6% |
| 30D | +13.5% | -28.9% | +42.4% | +12.2% |
| 3M | +3.9% | -39.3% | +43.2% | +2.2% |
| 6M | -6.0% | -38.8% | +32.8% | -7.2% |
| YTD | +2.5% | -57.8% | +60.3% | +0.2% |
| 1Y | +3.9% | -70.9% | +74.8% | 0.0% |
| All | -4.6% | -14.7% | +10.1% | -6.7% |
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 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