+250.9%
PM vs AVAV
+358.8%
-107.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | -6.6% | 0.0% | -6.6% | -6.7% |
| 30D | -3.4% | -9.9% | +6.5% | -3.1% |
| 3M | +5.3% | -34.7% | +40.0% | +7.3% |
| 6M | +15.5% | -26.6% | +42.1% | +16.3% |
| YTD | +24.3% | -48.9% | +73.2% | +26.9% |
| 1Y | +29.7% | -63.0% | +92.7% | +35.0% |
| 3Y | +144.9% | +1.6% | +143.3% | +129.3% |
| 5Y | +159.0% | +34.5% | +124.5% | +131.5% |
| 10Y | +250.9% | +359.3% | -108.3% | +182.4% |
| All | +250.9% | +358.8% | -107.8% | +182.4% |
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