+4.7%
AMBA vs PEGA
+94.5%
-89.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | +2.6% | -8.6% | +11.2% | +6.2% |
| 30D | -3.6% | -10.1% | +6.5% | +0.2% |
| 3M | -24.6% | -4.7% | -19.9% | -24.5% |
| 6M | -21.6% | -8.0% | -13.6% | -22.7% |
| YTD | -11.8% | -47.1% | +35.4% | +8.4% |
| 1Y | -33.2% | -47.5% | +14.3% | -17.6% |
| 3Y | +24.5% | +40.2% | -15.8% | -15.3% |
| 5Y | -67.7% | -45.7% | -21.9% | -64.5% |
| 10Y | +4.7% | +85.1% | -80.3% | -27.4% |
| All | +4.7% | +94.5% | -89.7% | -27.4% |
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