+7.4%
AVTR vs PEGA
-10.1%
+17.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -0.1% | -8.2% | +8.1% | +2.3% |
| 30D | -0.6% | -11.6% | +10.9% | +2.6% |
| 3M | +13.4% | -4.2% | +17.6% | +13.8% |
| 6M | +87.4% | -12.0% | +99.3% | +91.1% |
| YTD | +35.9% | -46.9% | +82.8% | +59.2% |
| 1Y | +35.4% | -47.0% | +82.4% | +58.3% |
| 3Y | -16.1% | +40.9% | -57.0% | -35.8% |
| 5Y | -59.4% | -45.4% | -14.0% | -53.9% |
| All | +7.4% | -10.1% | +17.4% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling