+2,338.9%
PWR vs AVAV
+499.0%
+1,839.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +3.6% | -2.2% | +5.8% | +4.1% |
| 30D | -8.6% | -13.9% | +5.4% | -6.0% |
| 3M | -13.2% | -29.2% | +16.1% | -8.3% |
| 6M | +9.9% | -36.1% | +46.0% | +17.1% |
| YTD | +48.0% | -40.2% | +88.2% | +56.2% |
| 1Y | +66.2% | -36.2% | +102.4% | +71.6% |
| 3Y | +195.1% | +47.5% | +147.6% | +138.6% |
| 5Y | +442.6% | +39.3% | +403.3% | +322.1% |
| All | +2,338.9% | +499.0% | +1,839.9% | +1,104.5% |
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