-60.2%
AVAV vs PEGA
-44.6%
-15.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.0% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -2.6% | -4.1% | +1.6% | -2.1% |
| 3M | -38.0% | -2.8% | -35.1% | -38.0% |
| 6M | -27.0% | -0.4% | -26.6% | -27.7% |
| YTD | -51.4% | -45.4% | -6.0% | -42.8% |
| 1Y | -60.2% | -42.6% | -17.6% | -54.2% |
| All | -60.2% | -44.6% | -15.7% | -54.2% |
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