-71.3%
AMC vs PEGA
+43.4%
-114.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.7% |
| 7D | +2.6% | -4.5% | +7.1% | +3.7% |
| 30D | +9.0% | -5.7% | +14.7% | +10.4% |
| 3M | +22.2% | +2.6% | +19.6% | +20.8% |
| 6M | +91.5% | -10.6% | +102.1% | +94.4% |
| YTD | +101.3% | -45.5% | +146.8% | +123.5% |
| 1Y | +20.8% | -44.8% | +65.6% | +33.7% |
| 3Y | -71.3% | +45.5% | -116.9% | -76.3% |
| All | -71.3% | +43.4% | -114.7% | -76.3% |
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