+1,162.1%
AMAT vs PEGA
+101.6%
+1,060.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.3% |
| 7D | -14.7% | -4.5% | -10.2% | -13.4% |
| 30D | -36.1% | -5.7% | -30.4% | -35.2% |
| 3M | -36.9% | +2.7% | -39.5% | -38.4% |
| 6M | -22.2% | -10.5% | -11.7% | -22.7% |
| YTD | +29.9% | -45.4% | +75.4% | +50.9% |
| 1Y | +43.3% | -44.7% | +88.0% | +65.2% |
| 3Y | +142.7% | +45.7% | +97.0% | +62.0% |
| 5Y | +126.2% | -45.3% | +171.5% | +138.6% |
| All | +1,162.1% | +101.6% | +1,060.5% | +561.4% |
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