+106.4%
AMCR vs PEGA
+374.0%
-267.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.9% | +3.3% | -5.2% | -2.2% |
| 30D | -4.1% | +17.7% | -21.8% | -5.7% |
| 3M | +21.7% | +5.8% | +15.9% | +20.5% |
| 6M | +1.5% | -20.3% | +21.7% | +3.2% |
| YTD | +13.1% | -37.1% | +50.3% | +17.4% |
| 1Y | +16.5% | -30.2% | +46.7% | +19.1% |
| 3Y | +10.3% | +48.1% | -37.9% | +0.3% |
| 5Y | -7.7% | -46.8% | +39.1% | -8.7% |
| 10Y | +24.6% | +191.3% | -166.7% | +15.4% |
| All | +106.4% | +374.0% | -267.5% | +89.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling