-98.1%
AMC vs PEGA
+210.2%
-308.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -1.7% |
| 7D | -0.8% | -2.4% | +1.6% | +0.2% |
| 30D | -1.2% | +9.6% | -10.8% | -4.9% |
| 3M | +42.2% | +2.3% | +39.9% | +38.4% |
| 6M | +118.8% | -23.9% | +142.7% | +140.3% |
| YTD | +64.1% | -39.8% | +103.9% | +94.0% |
| 1Y | -9.5% | -37.4% | +27.9% | +4.0% |
| 3Y | -64.3% | +53.1% | -117.5% | -75.3% |
| 5Y | -99.5% | -47.2% | -52.2% | -99.5% |
| 10Y | -98.9% | +174.3% | -273.3% | -99.4% |
| All | -98.1% | +210.2% | -308.3% | -99.0% |
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