+67.5%
PNR vs AVAV
+478.0%
-410.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.1% |
| 7D | -3.9% | -3.2% | -0.7% | -3.4% |
| 30D | -13.8% | -25.6% | +11.8% | -10.0% |
| 3M | -22.5% | -20.2% | -2.3% | -20.7% |
| 6M | -37.2% | -38.1% | +0.9% | -33.8% |
| YTD | -44.2% | -41.8% | -2.4% | -41.8% |
| 1Y | -46.6% | -39.0% | -7.6% | -45.4% |
| 3Y | -12.5% | +24.1% | -36.6% | -25.8% |
| 5Y | -19.3% | +53.0% | -72.4% | -37.3% |
| 10Y | +67.5% | +493.8% | -426.4% | -11.7% |
| All | +67.5% | +478.0% | -410.5% | -11.7% |
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