+203.7%
PNC vs AVAV
+358.8%
-155.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | +0.8% | 0.0% | +0.8% | +0.5% |
| 30D | +6.5% | -9.9% | +16.4% | +7.6% |
| 3M | -7.3% | -34.7% | +27.4% | -2.3% |
| 6M | +8.5% | -26.6% | +35.1% | +10.7% |
| YTD | +14.5% | -48.9% | +63.4% | +20.8% |
| 1Y | +29.1% | -63.0% | +92.1% | +42.9% |
| 3Y | +113.7% | +1.6% | +112.2% | +87.1% |
| 5Y | +35.7% | +34.5% | +1.2% | +7.1% |
| 10Y | +203.7% | +359.3% | -155.6% | +75.2% |
| All | +203.7% | +358.8% | -155.1% | +75.2% |
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 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