+411.1%
PWR vs AVAV
+28.1%
+383.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.2% |
| 7D | +11.3% | +4.2% | +7.1% | +10.5% |
| 30D | -8.9% | -2.6% | -6.3% | -8.3% |
| 3M | -10.5% | -38.0% | +27.5% | -3.0% |
| 6M | -22.2% | -27.0% | +4.8% | -19.5% |
| YTD | +42.7% | -51.4% | +94.2% | +54.8% |
| 1Y | +41.1% | -60.2% | +101.3% | +59.0% |
| 3Y | +242.7% | -6.7% | +249.4% | +213.0% |
| All | +411.1% | +28.1% | +383.0% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling