+6,351.7%
AMD vs PEGA
+101.6%
+6,250.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.5% | +12.4% |
| 7D | -11.0% | -4.5% | -6.5% | -9.5% |
| 30D | -30.5% | -5.7% | -24.8% | -29.3% |
| 3M | -8.2% | +2.7% | -10.9% | -11.3% |
| 6M | +6.6% | -10.5% | +17.1% | +5.6% |
| YTD | +109.7% | -45.4% | +155.1% | +149.7% |
| 1Y | +88.9% | -44.7% | +133.6% | +123.4% |
| 3Y | +301.8% | +45.7% | +256.2% | +151.4% |
| 5Y | +229.4% | -45.3% | +274.6% | +251.1% |
| All | +6,351.7% | +101.6% | +6,250.1% | +2,715.2% |
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