+7,765.4%
AMD vs PEGA
+97.3%
+7,668.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -9.2% |
| 7D | +18.9% | +0.1% | +18.8% | +18.6% |
| 30D | -6.4% | -4.1% | -2.3% | -5.7% |
| 3M | +10.6% | -2.8% | +13.4% | +9.4% |
| 6M | +19.9% | -0.4% | +20.3% | +13.4% |
| YTD | +149.4% | -45.4% | +194.8% | +196.1% |
| 1Y | +115.4% | -42.6% | +158.0% | +149.7% |
| 3Y | +357.3% | +45.4% | +311.9% | +186.2% |
| 5Y | +261.1% | -44.6% | +305.7% | +280.5% |
| All | +7,765.4% | +97.3% | +7,668.1% | +3,755.7% |
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