+132.8%
AMAT vs PEGA
+48.6%
+84.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -13.4% |
| 7D | -24.3% | -1.6% | -22.7% | -24.2% |
| 30D | -39.8% | -3.0% | -36.8% | -39.7% |
| 3M | -40.2% | +5.8% | -46.0% | -40.7% |
| 6M | -22.1% | -8.8% | -13.3% | -21.5% |
| YTD | +24.7% | -43.5% | +68.2% | +34.7% |
| 1Y | +33.3% | -43.4% | +76.7% | +43.9% |
| All | +132.8% | +48.6% | +84.2% | +100.9% |
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