-8.7%
AMCR vs PEGA
-48.2%
+39.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.5% |
| 7D | -6.3% | -6.1% | -0.1% | -5.7% |
| 30D | -7.1% | +6.4% | -13.5% | -7.7% |
| 3M | +12.7% | +2.9% | +9.8% | +12.0% |
| 6M | +5.2% | -23.8% | +29.0% | +7.1% |
| YTD | +8.1% | -41.1% | +49.1% | +12.4% |
| 1Y | +11.7% | -38.2% | +50.0% | +15.3% |
| 3Y | +9.9% | +49.8% | -39.9% | -1.0% |
| 5Y | -8.7% | -48.0% | +39.4% | -11.3% |
| All | -8.7% | -48.2% | +39.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling