+61.1%
PPL vs AVAV
+317.7%
-256.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.8% | +10.6% | +1.5% |
| 7D | +1.0% | -24.3% | +25.4% | +2.9% |
| 30D | +6.8% | -28.9% | +35.7% | +9.2% |
| 3M | +3.9% | -39.3% | +43.1% | +7.2% |
| 6M | -2.0% | -38.8% | +36.7% | +0.3% |
| YTD | +5.3% | -57.8% | +63.1% | +9.7% |
| 1Y | +2.2% | -70.9% | +73.1% | +9.6% |
| 3Y | +56.7% | -14.8% | +71.5% | +47.2% |
| 5Y | +49.1% | +7.3% | +41.8% | +33.1% |
| All | +61.1% | +317.7% | -256.5% | +43.9% |
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