+154.7%
PPL vs AVAV
+478.6%
-323.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.9% |
| 30D | +0.5% | -13.9% | +14.4% | +1.7% |
| 3M | +0.7% | -29.2% | +29.9% | +3.1% |
| 6M | -7.6% | -36.1% | +28.5% | -5.0% |
| YTD | +1.8% | -40.2% | +42.0% | +4.3% |
| 1Y | -0.8% | -36.2% | +35.5% | +0.3% |
| 3Y | +56.9% | +47.5% | +9.3% | +39.6% |
| 5Y | +39.5% | +39.3% | +0.2% | +21.7% |
| 10Y | +55.4% | +482.6% | -427.2% | +8.4% |
| All | +154.7% | +478.6% | -323.9% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling