+1.3%
PPL vs AVAV
-67.9%
+69.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.0% | -0.6% |
| 7D | +0.4% | -10.6% | +11.0% | +0.5% |
| 30D | +5.4% | -18.8% | +24.2% | +5.6% |
| 3M | +4.3% | -34.1% | +38.4% | +4.5% |
| 6M | -1.3% | -35.3% | +34.0% | -1.1% |
| YTD | +4.7% | -53.4% | +58.1% | +5.6% |
| 1Y | +1.3% | -65.6% | +66.9% | +3.8% |
| All | +1.3% | -67.9% | +69.1% | +3.8% |
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