+2,313.6%
PH vs AVAV
+478.6%
+1,835.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -3.1% | -2.2% | -0.8% | -2.6% |
| 30D | -3.2% | -13.9% | +10.7% | -0.5% |
| 3M | +10.6% | -29.2% | +39.8% | +16.7% |
| 6M | -2.1% | -36.1% | +34.0% | +4.0% |
| YTD | +10.2% | -40.2% | +50.4% | +16.0% |
| 1Y | +28.2% | -36.2% | +64.4% | +30.8% |
| 3Y | +134.9% | +47.5% | +87.4% | +84.0% |
| 5Y | +253.6% | +39.3% | +214.4% | +164.7% |
| 10Y | +804.7% | +482.6% | +322.2% | +329.5% |
| All | +2,313.6% | +478.6% | +1,835.0% | +886.3% |
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