+301.8%
AMD vs PEGA
+43.6%
+258.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.5% | +11.4% |
| 7D | -11.0% | -4.5% | -6.5% | -10.6% |
| 30D | -30.5% | -5.7% | -24.8% | -30.1% |
| 3M | -8.2% | +2.7% | -10.9% | -9.3% |
| 6M | +6.6% | -10.5% | +17.1% | +7.0% |
| YTD | +109.7% | -45.4% | +155.1% | +130.3% |
| 1Y | +88.9% | -44.7% | +133.6% | +106.8% |
| 3Y | +301.8% | +45.7% | +256.2% | +243.9% |
| All | +301.8% | +43.6% | +258.3% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling