+810.4%
AMBA vs PEGA
+450.7%
+359.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.5% |
| 7D | -14.6% | -1.6% | -13.0% | -14.0% |
| 30D | -18.8% | -3.0% | -15.8% | -18.0% |
| 3M | -32.6% | +5.8% | -38.4% | -35.1% |
| 6M | -25.8% | -8.8% | -17.0% | -26.3% |
| YTD | -22.1% | -43.5% | +21.4% | -7.5% |
| 1Y | -36.2% | -43.4% | +7.2% | -24.2% |
| 3Y | +10.0% | +48.6% | -38.6% | -23.7% |
| 5Y | -71.6% | -43.3% | -28.2% | -70.4% |
| 10Y | -4.7% | +109.7% | -114.4% | -41.3% |
| All | +810.4% | +450.7% | +359.7% | +312.5% |
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