+199.0%
AMD vs PEGA
-45.3%
+244.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.5% | +11.9% |
| 7D | -11.0% | -4.5% | -6.5% | -10.1% |
| 30D | -30.5% | -5.7% | -24.8% | -29.8% |
| 3M | -8.2% | +2.6% | -10.8% | -10.1% |
| 6M | +6.6% | -10.6% | +17.2% | +6.4% |
| YTD | +109.7% | -45.5% | +155.2% | +138.2% |
| 1Y | +88.9% | -44.8% | +133.7% | +113.6% |
| 3Y | +301.8% | +45.5% | +256.3% | +197.4% |
| All | +199.0% | -45.3% | +244.3% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling