+232.4%
PM vs AVAV
+361.4%
-129.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.3% |
| 7D | -5.2% | -10.6% | +5.4% | -4.8% |
| 30D | +2.7% | -18.8% | +21.5% | +3.6% |
| 3M | +6.1% | -34.1% | +40.2% | +8.0% |
| 6M | +18.0% | -35.3% | +53.3% | +19.6% |
| YTD | +26.6% | -53.4% | +80.0% | +29.8% |
| 1Y | +36.7% | -65.6% | +102.3% | +42.6% |
| 3Y | +146.0% | -5.1% | +151.1% | +131.3% |
| 5Y | +164.1% | +18.5% | +145.6% | +138.9% |
| All | +232.4% | +361.4% | -129.0% | +189.9% |
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