-98.7%
AMC vs PEGA
+92.7%
-191.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.2% |
| 7D | +5.5% | -8.2% | +13.7% | +9.2% |
| 30D | +16.1% | -11.6% | +27.7% | +21.7% |
| 3M | +43.0% | -4.2% | +47.1% | +43.8% |
| 6M | +130.7% | -12.0% | +142.6% | +138.3% |
| YTD | +121.8% | -46.9% | +168.7% | +176.7% |
| 1Y | +40.7% | -47.0% | +87.6% | +75.3% |
| 3Y | -56.8% | +40.9% | -97.7% | -71.0% |
| 5Y | -99.1% | -45.4% | -53.7% | -99.1% |
| 10Y | -98.7% | +95.9% | -194.6% | -99.2% |
| All | -98.7% | +92.7% | -191.4% | -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