-61.0%
AMC vs PEGA
+37.6%
-98.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.2% | +9.1% |
| 7D | +6.6% | -10.0% | +16.6% | +9.0% |
| 30D | +14.1% | -12.7% | +26.8% | +17.4% |
| 3M | +31.3% | -4.6% | +35.9% | +31.9% |
| 6M | +126.7% | -13.1% | +139.8% | +131.4% |
| YTD | +117.9% | -47.6% | +165.5% | +143.4% |
| 1Y | +41.1% | -47.0% | +88.1% | +57.1% |
| 3Y | -61.0% | +42.0% | -103.0% | -65.1% |
| All | -61.0% | +37.6% | -98.6% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling