-98.9%
AMC vs PEGA
+191.4%
-290.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +2.3% | +3.3% | -1.0% | +0.9% |
| 30D | -0.7% | +17.7% | -18.5% | -7.5% |
| 3M | +35.2% | +5.8% | +29.4% | +29.6% |
| 6M | +124.6% | -20.3% | +144.8% | +143.0% |
| YTD | +69.9% | -37.1% | +107.0% | +99.1% |
| 1Y | -2.6% | -30.2% | +27.6% | +7.6% |
| 3Y | -79.8% | +48.1% | -127.9% | -86.3% |
| 5Y | -99.4% | -46.8% | -52.6% | -99.4% |
| All | -98.9% | +191.4% | -290.3% | -99.4% |
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