-98.7%
AMC vs PEGA
+99.2%
-197.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.2% | +9.9% |
| 7D | +6.6% | -10.0% | +16.6% | +11.2% |
| 30D | +14.1% | -12.7% | +26.8% | +20.3% |
| 3M | +31.3% | -4.6% | +35.9% | +32.2% |
| 6M | +126.7% | -13.1% | +139.8% | +135.4% |
| YTD | +117.9% | -47.6% | +165.5% | +173.4% |
| 1Y | +41.1% | -47.0% | +88.1% | +75.9% |
| 3Y | -61.0% | +42.0% | -103.0% | -74.0% |
| 5Y | -99.1% | -47.8% | -51.3% | -99.1% |
| 10Y | -98.7% | +92.0% | -190.7% | -99.2% |
| All | -98.7% | +99.2% | -197.9% | -99.2% |
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 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