+281.6%
PEP vs AVAV
+478.6%
-197.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | +0.2% | -13.9% | +14.2% | +1.1% |
| 3M | -1.1% | -29.2% | +28.1% | +0.6% |
| 6M | -13.5% | -36.1% | +22.6% | -11.7% |
| YTD | -1.2% | -40.2% | +39.0% | +0.5% |
| 1Y | -1.6% | -36.2% | +34.7% | -1.1% |
| 3Y | -12.5% | +47.5% | -60.0% | -20.8% |
| 5Y | +3.0% | +39.3% | -36.2% | -8.4% |
| 10Y | +73.9% | +482.6% | -408.6% | +25.1% |
| All | +281.6% | +478.6% | -197.0% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling