-0.3%
PG vs AVAV
+24.3%
-24.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.3% | -2.1% |
| 7D | -3.4% | -3.2% | -0.2% | -3.4% |
| 30D | -2.6% | -25.6% | +23.0% | -3.1% |
| 3M | -3.3% | -20.2% | +16.9% | -3.6% |
| 6M | -6.7% | -38.1% | +31.3% | -7.5% |
| YTD | +1.7% | -41.8% | +43.5% | +0.9% |
| 1Y | -7.9% | -39.0% | +31.1% | -8.6% |
| All | -0.3% | +24.3% | -24.6% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling