0.0%
PPL vs AVAV
-62.5%
+62.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.6% | -12.9% | -0.3% |
| 7D | -1.2% | +3.2% | -4.4% | -1.2% |
| 30D | +4.2% | -7.4% | +11.6% | +4.3% |
| 3M | +1.5% | -32.0% | +33.5% | +1.8% |
| 6M | +1.0% | -24.6% | +25.6% | +1.2% |
| YTD | +4.4% | -47.5% | +51.9% | +5.3% |
| All | 0.0% | -62.5% | +62.5% | +2.4% |
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