+98.5%
PNR vs AVAV
+315.4%
-216.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.6% |
| 7D | +0.3% | +4.2% | -4.0% | -0.4% |
| 30D | +31.7% | -2.6% | +34.3% | +31.6% |
| 3M | +2.6% | -38.0% | +40.6% | +9.4% |
| 6M | -6.4% | -27.0% | +20.6% | -4.2% |
| YTD | -33.4% | -51.4% | +18.0% | -29.1% |
| 1Y | -35.1% | -60.2% | +25.2% | -28.7% |
| 3Y | +17.1% | -6.7% | +23.7% | +3.8% |
| 5Y | -3.5% | +28.3% | -31.9% | -23.3% |
| All | +98.5% | +315.4% | -216.9% | +15.9% |
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