-2.5%
PFE vs AVAV
+48.2%
-50.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | +1.8% | -2.2% | +4.0% | +1.8% |
| 30D | +10.2% | -13.9% | +24.2% | +10.4% |
| 3M | +12.7% | -29.2% | +41.9% | +13.0% |
| 6M | +10.5% | -36.1% | +46.7% | +10.8% |
| YTD | +20.2% | -40.2% | +60.4% | +20.3% |
| 1Y | +24.1% | -36.2% | +60.3% | +24.4% |
| All | -2.5% | +48.2% | -50.7% | +0.1% |
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