+100.3%
AMCR vs PEGA
+311.8%
-211.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +3.6% | -4.1% | +7.7% | +4.0% |
| 3M | -4.2% | -2.8% | -1.4% | -4.1% |
| 6M | +15.5% | -0.4% | +16.0% | +14.9% |
| YTD | +9.7% | -45.4% | +55.1% | +15.4% |
| 1Y | +8.3% | -42.6% | +50.9% | +13.2% |
| 3Y | +15.4% | +45.4% | -30.1% | +4.8% |
| 5Y | -9.1% | -44.6% | +35.5% | -10.8% |
| 10Y | +18.6% | +91.2% | -72.5% | +10.9% |
| All | +100.3% | +311.8% | -211.5% | +86.1% |
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