+148.4%
PM vs AVAV
-14.7%
+163.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.8% | +5.2% | -4.8% |
| 7D | -3.4% | -24.3% | +21.0% | -3.8% |
| 30D | +5.8% | -28.9% | +34.7% | +5.3% |
| 3M | +6.7% | -39.3% | +45.9% | +5.9% |
| 6M | +19.9% | -38.8% | +58.7% | +19.2% |
| YTD | +27.8% | -57.8% | +85.6% | +27.4% |
| 1Y | +39.4% | -70.9% | +110.3% | +38.2% |
| All | +148.4% | -14.7% | +163.1% | +139.2% |
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