+51.8%
AVAV vs PEGA
+49.4%
+2.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | -2.2% | +3.3% | -5.5% | -2.7% |
| 30D | -13.9% | +17.7% | -31.7% | -16.4% |
| 3M | -29.2% | +5.8% | -35.0% | -30.2% |
| 6M | -36.1% | -20.3% | -15.9% | -34.1% |
| YTD | -40.2% | -37.1% | -3.1% | -36.4% |
| 1Y | -36.2% | -30.2% | -6.0% | -33.4% |
| All | +51.8% | +49.4% | +2.4% | +60.5% |
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 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