+2.6%
AVTR vs PEGA
+1.8%
+0.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.5% |
| 30D | +8.1% | +8.3% | -0.2% | +5.2% |
| 3M | +54.2% | +8.9% | +45.3% | +48.7% |
| 6M | +82.6% | -19.7% | +102.3% | +91.9% |
| YTD | +29.8% | -39.9% | +69.7% | +47.5% |
| 1Y | +18.0% | -36.4% | +54.4% | +30.9% |
| 3Y | -26.4% | +52.8% | -79.2% | -44.7% |
| 5Y | -64.8% | -45.7% | -19.2% | -58.1% |
| All | +2.6% | +1.8% | +0.8% | -28.9% |
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