+14.6%
AMCR vs PEGA
+184.6%
-170.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.8% |
| 7D | -6.3% | -3.0% | -3.3% | -5.9% |
| 30D | -7.8% | +15.9% | -23.7% | -9.7% |
| 3M | +7.5% | +10.8% | -3.3% | +5.6% |
| 6M | +2.7% | -16.5% | +19.2% | +4.3% |
| YTD | +6.0% | -39.0% | +45.1% | +11.9% |
| 1Y | +7.8% | -37.3% | +45.1% | +12.7% |
| 3Y | +5.8% | +59.2% | -53.4% | -9.2% |
| 5Y | -11.6% | -44.9% | +33.3% | -10.2% |
| All | +14.6% | +184.6% | -170.0% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling