-27.1%
AVTR vs PEGA
+49.1%
-76.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.1% |
| 7D | +1.6% | -6.1% | +7.7% | +2.7% |
| 30D | +8.4% | +6.4% | +2.0% | +7.1% |
| 3M | +50.2% | +2.9% | +47.2% | +48.5% |
| 6M | +82.6% | -23.8% | +106.4% | +88.8% |
| YTD | +29.8% | -41.1% | +70.9% | +38.6% |
| 1Y | +16.0% | -38.2% | +54.2% | +22.9% |
| All | -27.1% | +49.1% | -76.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling