+8,520.0%
AMD vs PEGA
+94.9%
+8,425.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.1% |
| 7D | +44.7% | -4.6% | +49.3% | +46.8% |
| 30D | -3.3% | -6.8% | +3.5% | -1.4% |
| 3M | +21.2% | +2.6% | +18.6% | +17.2% |
| 6M | +30.6% | -5.4% | +35.9% | +26.2% |
| YTD | +173.3% | -46.0% | +219.3% | +226.1% |
| 1Y | +126.1% | -45.6% | +171.7% | +168.6% |
| 3Y | +393.5% | +43.2% | +350.4% | +211.1% |
| 5Y | +295.8% | -45.3% | +341.0% | +319.1% |
| All | +8,520.0% | +94.9% | +8,425.1% | +4,147.1% |
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 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