+65.7%
PPL vs AVAV
+327.1%
-261.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -2.2% | +18.4% | -20.6% | -3.4% |
| 30D | +1.7% | -4.9% | +6.6% | +1.8% |
| 3M | +0.1% | -37.7% | +37.8% | +3.1% |
| 6M | -1.5% | -28.4% | +26.9% | -0.3% |
| YTD | +3.0% | -50.0% | +53.0% | +6.0% |
| 1Y | -1.4% | -62.6% | +61.2% | +3.8% |
| 3Y | +53.5% | -0.6% | +54.1% | +42.3% |
| 5Y | +46.4% | +31.9% | +14.5% | +28.2% |
| All | +65.7% | +327.1% | -261.4% | +34.9% |
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