+20.8%
AMC vs PEGA
-45.2%
+66.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.0% |
| 7D | +2.6% | -4.5% | +7.1% | +4.1% |
| 30D | +9.0% | -5.7% | +14.7% | +10.7% |
| 3M | +22.2% | +2.6% | +19.6% | +20.1% |
| 6M | +91.5% | -10.6% | +102.1% | +94.9% |
| YTD | +101.3% | -45.5% | +146.8% | +118.7% |
| 1Y | +20.8% | -44.8% | +65.6% | +29.9% |
| All | +20.8% | -45.2% | +66.0% | +29.9% |
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