+267.6%
PM vs AVAV
+339.7%
-72.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -7.1% | +9.9% | -16.9% | -7.6% |
| 30D | -2.8% | -5.4% | +2.6% | -2.7% |
| 3M | +6.3% | -36.5% | +42.9% | +8.5% |
| 6M | +9.6% | -25.3% | +34.9% | +10.3% |
| YTD | +25.6% | -48.6% | +74.2% | +28.2% |
| 1Y | +29.7% | -62.1% | +91.7% | +34.8% |
| 3Y | +147.6% | +2.3% | +145.2% | +131.6% |
| 5Y | +160.1% | +35.4% | +124.7% | +132.1% |
| All | +267.6% | +339.7% | -72.1% | +187.4% |
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 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