-63.5%
AVTR vs PEGA
-47.9%
-15.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.0% | +2.7% |
| 7D | +7.4% | -2.4% | +9.8% | +7.9% |
| 30D | +12.2% | +9.6% | +2.6% | +9.9% |
| 3M | +57.4% | +2.3% | +55.0% | +55.5% |
| 6M | +86.7% | -23.9% | +110.6% | +95.0% |
| YTD | +33.1% | -39.8% | +72.8% | +44.7% |
| 1Y | +16.1% | -37.4% | +53.6% | +24.9% |
| 3Y | -24.6% | +53.1% | -77.8% | -35.7% |
| 5Y | -63.5% | -47.2% | -16.3% | -59.7% |
| All | -63.5% | -47.9% | -15.5% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling