-20.2%
PFE vs AVAV
+34.3%
-54.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.6% | -13.1% | -0.8% |
| 7D | -4.7% | +3.2% | -7.8% | -4.8% |
| 30D | +3.4% | -7.4% | +10.8% | +3.5% |
| 3M | +9.2% | -32.0% | +41.2% | +10.2% |
| 6M | +15.8% | -24.6% | +40.4% | +16.2% |
| YTD | +23.4% | -47.5% | +71.0% | +24.5% |
| 1Y | +25.8% | -61.5% | +87.3% | +27.9% |
| 3Y | +17.8% | +5.5% | +12.4% | +13.9% |
| 5Y | -20.2% | +35.7% | -55.9% | -22.1% |
| All | -20.2% | +34.3% | -54.5% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling