+7,170.1%
AMD vs PEGA
+1,076.4%
+6,093.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -16.8% |
| 7D | -28.6% | -1.6% | -27.0% | -28.4% |
| 30D | -37.7% | -3.0% | -34.8% | -37.5% |
| 3M | -16.1% | +5.8% | -21.9% | -17.7% |
| 6M | +13.8% | -8.8% | +22.7% | +13.2% |
| YTD | +88.8% | -43.5% | +132.3% | +103.1% |
| 1Y | +57.8% | -43.4% | +101.2% | +69.6% |
| 3Y | +260.3% | +48.6% | +211.7% | +210.4% |
| 5Y | +196.6% | -43.3% | +239.9% | +198.3% |
| 10Y | +6,064.6% | +109.7% | +5,955.0% | +5,004.0% |
| All | +7,170.1% | +1,076.4% | +6,093.7% | +3,362.5% |
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