+183.4%
PFE vs AVAV
+308.3%
-124.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.8% | +6.9% | -2.0% |
| 7D | -0.2% | -24.3% | +24.1% | +2.3% |
| 30D | +8.7% | -28.9% | +37.5% | +11.9% |
| 3M | +15.8% | -39.3% | +55.0% | +20.8% |
| 6M | +16.8% | -38.8% | +55.6% | +20.7% |
| YTD | +26.2% | -57.8% | +84.0% | +33.3% |
| 1Y | +29.9% | -70.9% | +100.8% | +42.2% |
| 3Y | +15.9% | -14.8% | +30.7% | +8.7% |
| 5Y | -20.6% | +7.3% | -27.9% | -29.9% |
| 10Y | +65.4% | +325.3% | -260.0% | +10.7% |
| All | +183.4% | +308.3% | -124.9% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling