+196.6%
AMD vs PEGA
-43.7%
+240.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -16.7% |
| 7D | -28.6% | -1.6% | -27.0% | -28.3% |
| 30D | -37.7% | -3.0% | -34.8% | -37.4% |
| 3M | -16.1% | +5.8% | -21.9% | -18.4% |
| 6M | +13.8% | -8.8% | +22.7% | +13.3% |
| YTD | +88.8% | -43.5% | +132.3% | +113.0% |
| 1Y | +57.8% | -43.4% | +101.2% | +77.8% |
| 3Y | +260.3% | +48.6% | +211.7% | +166.2% |
| 5Y | +196.6% | -43.3% | +239.9% | +258.9% |
| All | +196.6% | -43.7% | +240.3% | +258.9% |
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 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