+289.4%
PG vs AVAV
+478.6%
-189.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.0% |
| 30D | -0.2% | -13.9% | +13.7% | +0.5% |
| 3M | +4.8% | -29.2% | +34.0% | +6.4% |
| 6M | -6.1% | -36.1% | +30.0% | -4.4% |
| YTD | +4.5% | -40.2% | +44.7% | +6.0% |
| 1Y | -5.3% | -36.2% | +30.9% | -4.8% |
| 3Y | +2.6% | +47.5% | -45.0% | -5.9% |
| 5Y | +15.6% | +39.3% | -23.7% | +4.4% |
| 10Y | +118.0% | +482.6% | -364.5% | +63.2% |
| All | +289.4% | +478.6% | -189.2% | +167.2% |
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