+60.6%
PFE vs AVAV
+361.4%
-300.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.5% | -12.1% | -2.2% |
| 7D | -3.7% | -10.6% | +6.9% | -3.2% |
| 30D | +5.0% | -18.8% | +23.8% | +6.0% |
| 3M | +12.2% | -34.1% | +46.3% | +14.5% |
| 6M | +14.6% | -35.3% | +49.9% | +16.5% |
| YTD | +24.1% | -53.4% | +77.5% | +27.6% |
| 1Y | +26.6% | -65.6% | +92.2% | +32.6% |
| 3Y | +14.3% | -5.1% | +19.4% | +8.2% |
| 5Y | -21.9% | +18.5% | -40.4% | -28.8% |
| All | +60.6% | +361.4% | -300.8% | +17.4% |
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