-5.1%
AVAV vs PEGA
+43.4%
-48.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.5% | +13.9% | +11.1% |
| 7D | -10.6% | -4.5% | -6.1% | -9.9% |
| 30D | -18.8% | -5.7% | -13.1% | -18.1% |
| 3M | -34.1% | +2.6% | -36.7% | -34.7% |
| 6M | -35.3% | -10.6% | -24.7% | -34.6% |
| YTD | -53.4% | -45.5% | -7.9% | -49.1% |
| 1Y | -65.6% | -44.8% | -20.9% | -62.6% |
| 3Y | -5.1% | +45.5% | -50.6% | -8.0% |
| All | -5.1% | +43.4% | -48.5% | -8.0% |
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