+203.0%
AMAT vs PEGA
+49.4%
+153.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | -1.5% | +3.3% | -4.8% | -1.8% |
| 30D | -14.8% | +17.7% | -32.5% | -16.1% |
| 3M | -9.3% | +5.8% | -15.1% | -9.6% |
| 6M | +27.4% | -20.3% | +47.6% | +32.0% |
| YTD | +77.6% | -37.1% | +114.7% | +91.0% |
| 1Y | +188.9% | -30.2% | +219.1% | +202.7% |
| All | +203.0% | +49.4% | +153.6% | +170.9% |
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