+9.7%
AVTR vs PEGA
-11.2%
+20.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.8% | +4.0% |
| 7D | +1.9% | -10.0% | +11.9% | +5.0% |
| 30D | +1.5% | -12.7% | +14.2% | +5.3% |
| 3M | +17.1% | -4.6% | +21.7% | +17.6% |
| 6M | +91.5% | -13.1% | +104.5% | +96.0% |
| YTD | +38.8% | -47.6% | +86.4% | +63.3% |
| 1Y | +37.7% | -47.0% | +84.8% | +61.1% |
| 3Y | -13.5% | +42.0% | -55.5% | -34.1% |
| 5Y | -59.3% | -47.8% | -11.5% | -52.6% |
| All | +9.7% | -11.2% | +20.9% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling