+8,164.6%
AMD vs PEGA
+94.5%
+8,070.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.5% |
| 7D | +13.1% | -8.6% | +21.8% | +16.8% |
| 30D | -7.0% | -10.1% | +3.1% | -3.8% |
| 3M | +16.6% | -4.7% | +21.3% | +15.9% |
| 6M | +20.5% | -8.0% | +28.5% | +17.7% |
| YTD | +158.2% | -47.1% | +205.3% | +210.3% |
| 1Y | +132.8% | -47.5% | +180.2% | +180.3% |
| 3Y | +366.2% | +40.2% | +326.0% | +196.1% |
| 5Y | +278.7% | -45.7% | +324.4% | +300.6% |
| 10Y | +8,164.6% | +85.1% | +8,079.5% | +4,029.0% |
| All | +8,164.6% | +94.5% | +8,070.1% | +4,029.0% |
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