-5.3%
PG vs AVAV
-39.1%
+33.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.4% |
| 7D | +1.9% | -2.2% | +4.1% | +1.8% |
| 30D | -0.2% | -13.9% | +13.7% | -0.6% |
| 3M | +4.8% | -29.2% | +34.0% | +3.7% |
| 6M | -6.1% | -36.1% | +30.0% | -7.4% |
| YTD | +4.5% | -40.2% | +44.7% | +3.5% |
| 1Y | -5.3% | -36.2% | +30.9% | -4.1% |
| All | -5.3% | -39.1% | +33.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling