+504.5%
AVAV vs PEGA
+1,607.0%
-1,102.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.2% | +3.3% | -5.5% | -2.9% |
| 30D | -13.9% | +17.7% | -31.7% | -17.2% |
| 3M | -29.2% | +5.8% | -35.0% | -30.8% |
| 6M | -36.1% | -20.3% | -15.9% | -33.7% |
| YTD | -40.2% | -37.1% | -3.1% | -34.8% |
| 1Y | -36.2% | -30.2% | -6.0% | -32.5% |
| 3Y | +47.5% | +48.1% | -0.6% | +24.6% |
| 5Y | +39.3% | -46.8% | +86.1% | +41.7% |
| 10Y | +482.6% | +191.3% | +291.2% | +311.4% |
| All | +504.5% | +1,607.0% | -1,102.6% | +191.2% |
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