+117.1%
AMAT vs PEGA
-43.7%
+160.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -13.2% |
| 7D | -24.3% | -1.6% | -22.7% | -24.0% |
| 30D | -39.8% | -3.0% | -36.8% | -39.6% |
| 3M | -40.2% | +5.8% | -46.0% | -41.3% |
| 6M | -22.1% | -8.8% | -13.3% | -22.2% |
| YTD | +24.7% | -43.5% | +68.2% | +37.3% |
| 1Y | +33.3% | -43.4% | +76.7% | +46.5% |
| 3Y | +133.9% | +48.6% | +85.3% | +84.4% |
| 5Y | +117.1% | -43.3% | +160.4% | +124.0% |
| All | +117.1% | -43.7% | +160.7% | +124.0% |
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