+295.7%
PEP vs AVAV
+308.3%
-12.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.8% | +10.1% | +0.8% |
| 7D | +6.7% | -24.3% | +31.0% | +8.4% |
| 30D | +13.5% | -28.9% | +42.4% | +15.8% |
| 3M | +3.9% | -39.3% | +43.2% | +6.9% |
| 6M | -6.0% | -38.8% | +32.8% | -4.0% |
| YTD | +2.5% | -57.8% | +60.3% | +6.3% |
| 1Y | +3.9% | -70.9% | +74.8% | +10.5% |
| 3Y | -4.7% | -14.8% | +10.2% | -10.0% |
| 5Y | +1.1% | +7.3% | -6.2% | -9.0% |
| 10Y | +83.8% | +325.3% | -241.5% | +34.4% |
| All | +295.7% | +308.3% | -12.6% | +161.2% |
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