+168.3%
PG vs AVAV
+315.4%
-147.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.1% |
| 7D | +2.7% | +4.2% | -1.6% | +2.5% |
| 30D | +9.2% | -2.6% | +11.7% | +9.2% |
| 3M | +18.5% | -38.0% | +56.4% | +20.1% |
| 6M | +21.1% | -27.0% | +48.1% | +21.6% |
| YTD | +21.9% | -51.4% | +73.3% | +23.5% |
| 1Y | +18.1% | -60.2% | +78.3% | +20.5% |
| 3Y | +20.6% | -6.7% | +27.2% | +15.3% |
| 5Y | +31.8% | +28.3% | +3.5% | +21.6% |
| All | +168.3% | +315.4% | -147.1% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling