+48.5%
PFE vs AVAV
+327.1%
-278.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.0% |
| 7D | -2.1% | +18.4% | -20.5% | -3.1% |
| 30D | +3.1% | -4.9% | +8.1% | +3.2% |
| 3M | +11.2% | -37.7% | +48.8% | +13.8% |
| 6M | +15.0% | -28.4% | +43.5% | +16.2% |
| YTD | +23.5% | -50.0% | +73.6% | +26.4% |
| 1Y | +18.9% | -62.6% | +81.5% | +23.7% |
| 3Y | +18.7% | -0.6% | +19.4% | +12.3% |
| 5Y | -24.0% | +31.9% | -56.0% | -31.0% |
| All | +48.5% | +327.1% | -278.7% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling