+160.5%
PR vs AVAV
+300.5%
-140.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.3% | +1.8% | -4.9% |
| 7D | -12.1% | -10.1% | -2.0% | -10.3% |
| 30D | +0.9% | -18.7% | +19.6% | +4.9% |
| 3M | +10.1% | -33.0% | +43.1% | +18.5% |
| 6M | +1.1% | -37.2% | +38.3% | +7.2% |
| YTD | +63.7% | -53.2% | +116.8% | +78.5% |
| 1Y | +87.0% | -69.0% | +156.0% | +124.5% |
| 3Y | +70.7% | -5.5% | +76.2% | +38.8% |
| 5Y | +246.8% | +20.1% | +226.7% | +146.9% |
| 10Y | +72.6% | +371.8% | -299.2% | +10.4% |
| All | +160.5% | +300.5% | -140.1% | +65.6% |
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