-4.8%
PEP vs AVAV
+2.7%
-7.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.6% | -12.2% | +0.9% |
| 7D | +1.0% | +3.2% | -2.1% | +1.3% |
| 30D | +12.6% | -7.4% | +20.0% | +12.5% |
| 3M | +3.1% | -32.0% | +35.2% | +2.0% |
| 6M | -6.3% | -24.6% | +18.3% | -6.6% |
| YTD | +1.9% | -47.5% | +49.4% | +0.5% |
| 1Y | +3.3% | -61.5% | +64.8% | +0.6% |
| 3Y | -4.8% | +5.5% | -10.3% | -3.7% |
| All | -4.8% | +2.7% | -7.6% | -3.7% |
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