+234.7%
PM vs AVAV
+423.1%
-188.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.6% | -15.0% | -3.0% |
| 7D | -7.3% | +3.2% | -10.4% | -7.5% |
| 30D | -4.0% | -7.4% | +3.4% | -3.8% |
| 3M | +2.7% | -32.0% | +34.8% | +4.5% |
| 6M | +14.9% | -24.6% | +39.4% | +15.5% |
| YTD | +23.5% | -47.5% | +71.0% | +26.0% |
| 1Y | +30.4% | -61.5% | +91.8% | +35.4% |
| 3Y | +143.2% | +5.5% | +137.8% | +127.3% |
| 5Y | +159.5% | +35.7% | +123.7% | +132.2% |
| 10Y | +234.7% | +379.1% | -144.4% | +171.7% |
| All | +234.7% | +423.1% | -188.5% | +171.7% |
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