+337.5%
AMD vs PEGA
-46.5%
+384.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.6% | +4.9% |
| 7D | +2.6% | +3.3% | -0.7% | +1.7% |
| 30D | -0.9% | +17.7% | -18.7% | -5.4% |
| 3M | -8.7% | +5.8% | -14.5% | -11.5% |
| 6M | +136.3% | -20.3% | +156.6% | +146.3% |
| YTD | +123.0% | -37.1% | +160.1% | +147.0% |
| 1Y | +195.2% | -30.2% | +225.4% | +213.0% |
| 3Y | +336.3% | +48.1% | +288.2% | +229.6% |
| All | +337.5% | -46.5% | +384.0% | +457.6% |
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