+1.7%
PPL vs AVAV
-68.0%
+69.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.4% | +0.1% |
| 7D | +1.8% | -10.1% | +11.9% | +1.8% |
| 30D | +8.4% | -18.7% | +27.1% | +8.5% |
| 3M | +2.4% | -33.0% | +35.4% | +2.6% |
| 6M | -4.0% | -37.2% | +33.2% | -3.8% |
| YTD | +4.5% | -53.2% | +57.6% | +5.5% |
| 1Y | +1.7% | -69.0% | +70.7% | +5.7% |
| All | +1.7% | -68.0% | +69.8% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling