+5.5%
AVAV vs PEGA
+37.6%
-32.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -3.9% | +16.5% | +13.2% |
| 7D | +3.2% | -10.0% | +13.1% | +4.9% |
| 30D | -7.4% | -12.7% | +5.3% | -5.5% |
| 3M | -32.0% | -4.6% | -27.4% | -31.8% |
| 6M | -24.6% | -13.1% | -11.5% | -23.4% |
| YTD | -47.5% | -47.6% | +0.1% | -42.4% |
| 1Y | -61.5% | -47.0% | -14.5% | -57.8% |
| 3Y | +5.5% | +42.0% | -36.5% | -1.3% |
| All | +5.5% | +37.6% | -32.2% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling