+101.4%
PNR vs AVAV
+358.8%
-257.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.5% |
| 30D | +33.4% | -9.9% | +43.3% | +34.8% |
| 3M | +4.9% | -34.7% | +39.6% | +10.9% |
| 6M | -8.5% | -26.6% | +18.1% | -6.4% |
| YTD | -32.1% | -48.9% | +16.8% | -28.2% |
| 1Y | -35.0% | -63.0% | +28.0% | -27.6% |
| 3Y | +17.6% | +1.6% | +16.0% | +2.8% |
| 5Y | +0.9% | +34.5% | -33.6% | -20.3% |
| 10Y | +101.4% | +359.3% | -257.9% | +18.6% |
| All | +101.4% | +358.8% | -257.4% | +18.6% |
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