-98.7%
AMC vs PEGA
+101.6%
-200.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.4% |
| 7D | +2.6% | -4.5% | +7.1% | +4.7% |
| 30D | +9.0% | -5.7% | +14.7% | +11.5% |
| 3M | +22.2% | +2.7% | +19.5% | +19.5% |
| 6M | +91.5% | -10.5% | +102.0% | +96.7% |
| YTD | +101.3% | -45.4% | +146.7% | +148.8% |
| 1Y | +20.8% | -44.7% | +65.5% | +48.2% |
| 3Y | -71.3% | +45.7% | -117.0% | -81.0% |
| 5Y | -99.2% | -45.3% | -54.0% | -99.2% |
| All | -98.7% | +101.6% | -200.4% | -99.3% |
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