+747.9%
PH vs AVAV
+361.4%
+386.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.6% | +1.0% |
| 7D | +2.0% | -10.6% | +12.6% | +3.8% |
| 30D | -3.7% | -18.8% | +15.1% | -0.4% |
| 3M | -14.0% | -34.1% | +20.1% | -8.2% |
| 6M | +2.1% | -35.3% | +37.4% | +7.4% |
| YTD | +5.1% | -53.4% | +58.4% | +14.2% |
| 1Y | +10.9% | -65.6% | +76.6% | +27.6% |
| 3Y | +132.9% | -5.1% | +138.0% | +101.3% |
| 5Y | +200.1% | +18.5% | +181.6% | +131.9% |
| All | +747.9% | +361.4% | +386.6% | +342.1% |
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