+323.5%
PNR vs AVAV
+478.6%
-155.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -2.4% | -2.2% | -0.1% | -2.0% |
| 30D | -12.8% | -13.9% | +1.2% | -10.6% |
| 3M | -17.0% | -29.2% | +12.2% | -12.8% |
| 6M | -37.4% | -36.1% | -1.3% | -33.8% |
| YTD | -41.6% | -40.2% | -1.4% | -38.8% |
| 1Y | -44.6% | -36.2% | -8.4% | -43.5% |
| 3Y | -12.1% | +47.5% | -59.7% | -29.5% |
| 5Y | -17.4% | +39.3% | -56.7% | -36.1% |
| 10Y | +64.0% | +482.6% | -418.6% | -17.8% |
| All | +323.5% | +478.6% | -155.1% | +86.3% |
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