+1.2%
AMBA vs PEGA
+95.3%
-94.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.6% |
| 7D | -2.6% | -8.2% | +5.6% | +0.6% |
| 30D | -10.5% | -11.6% | +1.1% | -6.3% |
| 3M | -26.4% | -4.2% | -22.3% | -26.5% |
| 6M | -20.9% | -12.0% | -8.9% | -20.5% |
| YTD | -14.8% | -46.9% | +32.1% | +4.5% |
| 1Y | -36.1% | -47.0% | +10.9% | -21.5% |
| 3Y | +20.2% | +40.9% | -20.6% | -18.4% |
| 5Y | -67.2% | -45.4% | -21.9% | -64.2% |
| All | +1.2% | +95.3% | -94.2% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling