+60.2%
PPL vs AVAV
+361.4%
-301.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.0% | -1.3% |
| 7D | +0.4% | -10.6% | +11.0% | +1.1% |
| 30D | +5.4% | -18.8% | +24.2% | +6.8% |
| 3M | +4.3% | -34.1% | +38.4% | +7.0% |
| 6M | -1.3% | -35.3% | +34.0% | +0.6% |
| YTD | +4.7% | -53.4% | +58.1% | +8.3% |
| 1Y | +1.3% | -65.6% | +66.9% | +7.2% |
| 3Y | +57.2% | -5.1% | +62.3% | +46.5% |
| 5Y | +48.2% | +18.5% | +29.7% | +31.5% |
| All | +60.2% | +361.4% | -301.1% | +42.0% |
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