+134.5%
PSA vs AVAV
+360.4%
-225.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.1% | +9.9% | -11.9% | -2.8% |
| 30D | +16.2% | -5.4% | +21.6% | +16.4% |
| 3M | +4.3% | -36.5% | +40.9% | +7.2% |
| 6M | +9.9% | -25.3% | +35.1% | +10.9% |
| YTD | +33.3% | -48.6% | +81.8% | +37.1% |
| 1Y | +25.8% | -62.1% | +87.9% | +32.0% |
| 3Y | +54.8% | +2.3% | +52.5% | +46.6% |
| 5Y | +27.5% | +35.4% | -7.9% | +16.0% |
| 10Y | +134.5% | +345.1% | -210.6% | +95.2% |
| All | +134.5% | +360.4% | -225.9% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling