+126.1%
AMD vs PEGA
-46.7%
+172.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +6.2% |
| 7D | +44.7% | -4.6% | +49.3% | +43.8% |
| 30D | -3.3% | -6.8% | +3.5% | -4.2% |
| 3M | +21.2% | +2.6% | +18.6% | +21.4% |
| 6M | +30.6% | -5.4% | +35.9% | +33.0% |
| YTD | +173.3% | -46.0% | +219.3% | +187.4% |
| 1Y | +126.1% | -45.6% | +171.7% | +135.9% |
| All | +126.1% | -46.7% | +172.8% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling