+13.5%
AVTR vs PEGA
-30.0%
+43.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +2.7% | +3.3% | -0.6% | +1.9% |
| 30D | +12.1% | +17.7% | -5.7% | +7.5% |
| 3M | +57.2% | +5.8% | +51.5% | +53.7% |
| 6M | +73.1% | -20.3% | +93.3% | +78.4% |
| YTD | +30.6% | -37.1% | +67.8% | +38.5% |
| 1Y | +13.5% | -30.2% | +43.7% | +21.8% |
| All | +13.5% | -30.0% | +43.5% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling