+16.2%
PFE vs AVAV
-14.7%
+30.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.8% | +6.9% | -2.8% |
| 7D | -0.2% | -24.3% | +24.1% | +0.1% |
| 30D | +8.7% | -28.9% | +37.5% | +9.2% |
| 3M | +15.8% | -39.3% | +55.0% | +16.6% |
| 6M | +16.8% | -38.8% | +55.6% | +17.5% |
| YTD | +26.2% | -57.8% | +84.0% | +27.1% |
| 1Y | +29.9% | -70.9% | +100.8% | +31.7% |
| All | +16.2% | -14.7% | +30.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling