+47.2%
PYPL vs AVAV
+423.1%
-376.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.6% | -11.2% | -0.9% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +8.1% | -7.4% | +15.5% | +9.0% |
| 3M | +1.9% | -32.0% | +33.9% | +8.3% |
| 6M | +33.1% | -24.6% | +57.7% | +36.1% |
| YTD | +3.8% | -47.5% | +51.3% | +10.8% |
| 1Y | -8.3% | -61.5% | +53.2% | +3.9% |
| 3Y | +11.9% | +5.5% | +6.4% | -6.0% |
| 5Y | -70.4% | +35.7% | -106.2% | -77.8% |
| 10Y | +47.2% | +379.1% | -331.9% | -11.0% |
| All | +47.2% | +423.1% | -376.0% | -11.0% |
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