+231.7%
PLD vs AVAV
+361.4%
-129.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.7% | -2.3% |
| 7D | -0.8% | -10.6% | +9.8% | +0.2% |
| 30D | -0.3% | -18.8% | +18.5% | +1.6% |
| 3M | -8.0% | -34.1% | +26.1% | -4.6% |
| 6M | -9.8% | -35.3% | +25.5% | -7.3% |
| YTD | +1.8% | -53.4% | +55.2% | +6.8% |
| 1Y | +5.6% | -65.6% | +71.2% | +14.5% |
| 3Y | +33.3% | -5.1% | +38.3% | +21.2% |
| 5Y | +0.3% | +18.5% | -18.2% | -14.2% |
| All | +231.7% | +361.4% | -129.7% | +163.2% |
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