+216.0%
PH vs AVAV
+35.3%
+180.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +6.9% | +9.9% | -3.0% | +5.6% |
| 30D | +1.7% | -5.4% | +7.1% | +2.0% |
| 3M | -8.1% | -36.5% | +28.4% | -4.0% |
| 6M | +11.5% | -25.3% | +36.8% | +13.2% |
| YTD | +11.4% | -48.6% | +59.9% | +16.1% |
| 1Y | +14.1% | -62.1% | +76.2% | +23.5% |
| 3Y | +138.2% | +2.3% | +135.9% | +113.5% |
| 5Y | +216.0% | +35.4% | +180.6% | +161.7% |
| All | +216.0% | +35.3% | +180.7% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling