-62.1%
AVAV vs PEGA
-47.0%
-15.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | +9.9% | -8.6% | +18.5% | +11.8% |
| 30D | -5.4% | -10.1% | +4.7% | -3.6% |
| 3M | -36.5% | -4.7% | -31.8% | -36.4% |
| 6M | -25.3% | -8.0% | -17.3% | -24.5% |
| YTD | -48.6% | -47.1% | -1.4% | -37.0% |
| 1Y | -62.1% | -47.5% | -14.6% | -53.5% |
| All | -62.1% | -47.0% | -15.0% | -53.5% |
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