+169.8%
PFE vs AVAV
+478.6%
-308.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | +10.2% | -13.9% | +24.2% | +11.6% |
| 3M | +12.7% | -29.2% | +41.9% | +15.6% |
| 6M | +10.5% | -36.1% | +46.7% | +13.9% |
| YTD | +20.2% | -40.2% | +60.4% | +23.2% |
| 1Y | +24.1% | -36.2% | +60.3% | +25.6% |
| 3Y | -3.6% | +47.5% | -51.1% | -14.6% |
| 5Y | -20.9% | +39.3% | -60.1% | -31.5% |
| 10Y | +35.8% | +482.6% | -446.7% | -11.3% |
| All | +169.8% | +478.6% | -308.8% | +52.9% |
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