+146.0%
PM vs AVAV
-5.8%
+151.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -1.6% |
| 7D | -5.2% | -10.6% | +5.4% | -5.4% |
| 30D | +2.7% | -18.8% | +21.5% | +2.4% |
| 3M | +6.1% | -34.1% | +40.2% | +5.5% |
| 6M | +18.0% | -35.3% | +53.3% | +17.4% |
| YTD | +26.6% | -53.4% | +80.0% | +26.4% |
| 1Y | +36.7% | -65.6% | +102.3% | +35.9% |
| 3Y | +146.0% | -5.1% | +151.1% | +137.2% |
| All | +146.0% | -5.8% | +151.8% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling