+4.4%
PEP vs AVAV
+28.1%
-23.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +5.0% | +2.2% |
| 7D | +2.9% | +4.2% | -1.3% | +3.0% |
| 30D | +12.5% | -2.6% | +15.1% | +12.5% |
| 3M | +4.5% | -38.0% | +42.5% | +4.2% |
| 6M | -0.5% | -27.0% | +26.5% | -0.6% |
| YTD | +4.4% | -51.4% | +55.8% | +4.1% |
| 1Y | +4.4% | -60.2% | +64.6% | +3.9% |
| 3Y | -3.4% | -6.7% | +3.3% | -6.1% |
| All | +4.4% | +28.1% | -23.7% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling