+326.6%
AVAV vs PEGA
+1,433.9%
-1,107.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.3% | -7.5% | -9.3% |
| 7D | -24.3% | -1.6% | -22.7% | -24.0% |
| 30D | -28.9% | -3.0% | -25.9% | -28.5% |
| 3M | -39.3% | +5.8% | -45.1% | -40.3% |
| 6M | -38.8% | -8.8% | -29.9% | -38.3% |
| YTD | -57.8% | -43.5% | -14.3% | -53.0% |
| 1Y | -70.9% | -43.4% | -27.5% | -67.6% |
| 3Y | -14.8% | +48.6% | -63.4% | -28.2% |
| 5Y | +7.3% | -43.3% | +50.6% | +7.3% |
| 10Y | +325.3% | +109.7% | +215.7% | +220.6% |
| All | +326.6% | +1,433.9% | -1,107.3% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling