-98.8%
AMC vs PEGA
+97.3%
-196.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.2% |
| 30D | +12.5% | -4.1% | +16.6% | +14.0% |
| 3M | +23.6% | -2.8% | +26.4% | +23.8% |
| 6M | +144.4% | -0.4% | +144.8% | +139.6% |
| YTD | +108.3% | -45.4% | +153.7% | +156.8% |
| 1Y | +38.9% | -42.6% | +81.5% | +67.3% |
| 3Y | -58.9% | +45.4% | -104.3% | -72.7% |
| 5Y | -99.2% | -44.6% | -54.6% | -99.2% |
| All | -98.8% | +97.3% | -196.1% | -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