+124.4%
AMDL vs PEGA
-47.6%
+172.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -3.9% | +30.7% | +25.3% |
| 7D | +10.3% | -10.0% | +20.2% | +6.6% |
| 30D | -38.3% | -12.7% | -25.6% | -40.6% |
| 3M | -8.7% | -4.6% | -4.1% | -9.5% |
| 6M | -14.4% | -13.1% | -1.3% | -10.6% |
| YTD | +206.9% | -47.6% | +254.5% | +230.4% |
| All | +124.4% | -47.6% | +172.0% | +141.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling