+38.2%
AMC vs PEGA
-47.6%
+85.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.2% | +9.4% |
| 7D | +6.6% | -10.0% | +16.6% | +9.8% |
| 30D | +14.1% | -12.7% | +26.8% | +18.4% |
| 3M | +31.3% | -4.6% | +35.9% | +31.7% |
| 6M | +126.7% | -13.1% | +139.8% | +132.6% |
| YTD | +117.9% | -47.6% | +165.5% | +139.1% |
| All | +38.2% | -47.6% | +85.8% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling