+321.1%
PLD vs AVAV
+352.9%
-31.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.1% | +3.2% |
| 7D | +4.9% | -10.1% | +15.0% | +6.6% |
| 30D | +2.6% | -18.7% | +21.3% | +5.9% |
| 3M | -4.8% | -33.0% | +28.2% | +1.1% |
| 6M | -3.9% | -37.2% | +33.3% | +1.1% |
| YTD | +5.3% | -53.2% | +58.5% | +13.9% |
| 1Y | +9.3% | -69.0% | +78.2% | +26.8% |
| 3Y | +35.8% | -5.5% | +41.3% | +18.8% |
| 5Y | +2.9% | +20.1% | -17.2% | -18.7% |
| 10Y | +253.4% | +371.8% | -118.3% | +73.6% |
| All | +321.1% | +352.9% | -31.8% | +71.4% |
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 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