+737.3%
PH vs AVAV
+423.1%
+314.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.4% | +2.0% |
| 7D | +3.0% | +3.2% | -0.1% | +2.3% |
| 30D | -0.6% | -7.4% | +6.8% | +0.3% |
| 3M | -10.7% | -32.0% | +21.3% | -5.3% |
| 6M | +9.1% | -24.6% | +33.6% | +11.5% |
| YTD | +9.5% | -47.5% | +57.0% | +16.4% |
| 1Y | +14.0% | -61.5% | +75.5% | +28.4% |
| 3Y | +138.9% | +5.5% | +133.4% | +102.8% |
| 5Y | +209.1% | +35.7% | +173.4% | +133.1% |
| 10Y | +737.3% | +379.1% | +358.2% | +358.4% |
| All | +737.3% | +423.1% | +314.2% | +358.4% |
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