+1,362.0%
AMAT vs PEGA
+94.9%
+1,267.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.6% | -4.2% |
| 7D | +19.3% | -4.6% | +23.9% | +20.8% |
| 30D | -17.9% | -6.8% | -11.1% | -16.6% |
| 3M | -30.4% | +2.6% | -33.0% | -32.2% |
| 6M | -11.4% | -5.4% | -6.1% | -13.9% |
| YTD | +48.8% | -46.0% | +94.8% | +73.1% |
| 1Y | +66.0% | -45.6% | +111.6% | +92.2% |
| 3Y | +158.8% | +43.2% | +115.7% | +73.5% |
| 5Y | +153.2% | -45.3% | +198.4% | +165.5% |
| All | +1,362.0% | +94.9% | +1,267.1% | +676.5% |
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