+169.5%
PR vs AVAV
+411.7%
-242.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | +18.0% | -13.9% | +32.0% | +21.1% |
| 3M | +16.9% | -29.2% | +46.1% | +22.9% |
| 6M | +28.2% | -36.1% | +64.3% | +35.6% |
| YTD | +69.3% | -40.2% | +109.5% | +76.4% |
| 1Y | +69.5% | -36.2% | +105.7% | +70.1% |
| 3Y | +81.7% | +47.5% | +34.2% | +31.9% |
| 5Y | +422.2% | +39.3% | +383.0% | +264.5% |
| 10Y | +110.4% | +482.6% | -372.2% | +28.6% |
| All | +169.5% | +411.7% | -242.2% | +63.7% |
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