+126.7%
AMAT vs PEGA
-45.3%
+172.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +4.8% |
| 7D | -14.7% | -4.5% | -10.2% | -14.0% |
| 30D | -36.1% | -5.7% | -30.4% | -35.6% |
| 3M | -36.9% | +2.7% | -39.5% | -37.7% |
| 6M | -22.2% | -10.5% | -11.7% | -22.1% |
| YTD | +29.9% | -45.4% | +75.4% | +43.9% |
| 1Y | +43.3% | -44.7% | +88.0% | +57.9% |
| 3Y | +142.7% | +45.7% | +97.0% | +91.5% |
| All | +126.7% | -45.3% | +172.0% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling