-69.0%
AVAV vs PEGA
-44.4%
-24.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.4% | -8.3% |
| 7D | -10.1% | -2.9% | -7.2% | -9.6% |
| 30D | -18.7% | -0.5% | -18.2% | -18.8% |
| 3M | -33.0% | +8.5% | -41.5% | -34.7% |
| 6M | -37.2% | -6.3% | -30.9% | -36.3% |
| YTD | -53.2% | -42.2% | -11.0% | -43.1% |
| 1Y | -69.0% | -43.4% | -25.5% | -61.7% |
| All | -69.0% | -44.4% | -24.5% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling