+354.5%
PG vs AVAV
+370.1%
-15.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | +2.7% | +4.2% | -1.6% | +2.4% |
| 30D | +9.2% | -2.6% | +11.7% | +9.1% |
| 3M | +18.5% | -38.0% | +56.4% | +21.4% |
| 6M | +21.1% | -27.0% | +48.1% | +22.1% |
| YTD | +21.9% | -51.4% | +73.3% | +24.9% |
| 1Y | +18.1% | -60.2% | +78.3% | +22.4% |
| 3Y | +20.6% | -6.7% | +27.2% | +14.3% |
| 5Y | +31.8% | +28.3% | +3.5% | +19.0% |
| 10Y | +166.5% | +320.5% | -154.0% | +104.0% |
| All | +354.5% | +370.1% | -15.6% | +214.8% |
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 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