-97.7%
AMC vs PEGA
+190.9%
-288.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -11.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.8% |
| 30D | +4.4% | -3.0% | +7.4% | +5.5% |
| 3M | +15.4% | +5.8% | +9.6% | +11.8% |
| 6M | +93.7% | -8.8% | +102.5% | +97.4% |
| YTD | +97.4% | -43.5% | +141.0% | +137.7% |
| 1Y | +23.2% | -43.4% | +66.6% | +48.0% |
| 3Y | -71.3% | +48.6% | -119.9% | -80.0% |
| 5Y | -99.3% | -43.3% | -55.9% | -99.3% |
| 10Y | -98.7% | +109.7% | -208.4% | -99.2% |
| All | -97.7% | +190.9% | -288.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling