+396.2%
PNR vs AVAV
+407.8%
-11.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.6% | -9.5% | +0.8% |
| 7D | -0.5% | +3.2% | -3.7% | -1.5% |
| 30D | +34.4% | -7.4% | +41.8% | +35.6% |
| 3M | +2.4% | -32.0% | +34.4% | +8.9% |
| 6M | -7.8% | -24.6% | +16.8% | -5.7% |
| YTD | -31.6% | -47.5% | +15.9% | -27.2% |
| 1Y | -33.6% | -61.5% | +27.8% | -25.3% |
| 3Y | +19.9% | +5.5% | +14.5% | +2.9% |
| 5Y | +0.8% | +35.7% | -34.9% | -22.4% |
| 10Y | +113.4% | +379.1% | -265.6% | +10.5% |
| All | +396.2% | +407.8% | -11.7% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling