+20,262.2%
AMAT vs PEGA
+1,209.2%
+19,053.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -1.5% | +3.3% | -4.8% | -2.1% |
| 30D | -14.8% | +17.7% | -32.5% | -17.5% |
| 3M | -9.3% | +5.8% | -15.1% | -11.6% |
| 6M | +27.4% | -20.3% | +47.6% | +29.8% |
| YTD | +77.6% | -37.1% | +114.7% | +87.6% |
| 1Y | +188.9% | -30.2% | +219.1% | +198.0% |
| 3Y | +202.3% | +48.1% | +154.2% | +160.8% |
| 5Y | +248.9% | -46.8% | +295.7% | +252.0% |
| 10Y | +1,585.2% | +191.3% | +1,393.9% | +1,196.2% |
| All | +20,262.2% | +1,209.2% | +19,053.0% | +7,734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling