+8,485.5%
AMD vs PEGA
+1,209.2%
+7,276.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.6% | +4.9% |
| 7D | +2.6% | +3.3% | -0.7% | +1.9% |
| 30D | -0.9% | +17.7% | -18.7% | -4.2% |
| 3M | -8.7% | +5.8% | -14.5% | -11.0% |
| 6M | +136.3% | -20.3% | +156.6% | +141.3% |
| YTD | +123.0% | -37.1% | +160.1% | +136.3% |
| 1Y | +195.2% | -30.2% | +225.4% | +205.2% |
| 3Y | +336.3% | +48.1% | +288.2% | +278.2% |
| 5Y | +334.5% | -46.8% | +381.3% | +343.7% |
| 10Y | +6,259.1% | +191.3% | +6,067.8% | +4,910.0% |
| All | +8,485.5% | +1,209.2% | +7,276.3% | +3,929.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling