-53.9%
AMBA vs PEGA
-46.5%
-7.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -11.0% | +3.3% | -14.2% | -12.0% |
| 30D | -23.2% | +17.7% | -40.9% | -27.8% |
| 3M | -12.7% | +5.8% | -18.5% | -16.0% |
| 6M | +11.2% | -20.3% | +31.5% | +17.4% |
| YTD | -11.2% | -37.1% | +25.9% | +1.5% |
| 1Y | -22.5% | -30.2% | +7.7% | -15.8% |
| 3Y | -1.3% | +48.1% | -49.4% | -28.3% |
| All | -53.9% | -46.5% | -7.4% | -27.2% |
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