+34.5%
AVAV vs PEGA
-46.7%
+81.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | 0.0% | -8.2% | +8.2% | +1.6% |
| 30D | -9.9% | -11.6% | +1.6% | -7.9% |
| 3M | -34.7% | -4.2% | -30.6% | -34.6% |
| 6M | -26.6% | -12.0% | -14.6% | -25.6% |
| YTD | -48.9% | -46.9% | -2.0% | -43.0% |
| 1Y | -63.0% | -47.0% | -16.0% | -58.7% |
| 3Y | +1.6% | +40.9% | -39.3% | -11.6% |
| 5Y | +34.5% | -45.4% | +79.9% | +14.4% |
| All | +34.5% | -46.7% | +81.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling