+47.6%
AMDL vs PEGA
+4.6%
+43.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -3.5% | +25.8% | +23.0% |
| 7D | -26.2% | -4.5% | -21.7% | -25.4% |
| 30D | -57.1% | -5.7% | -51.4% | -56.7% |
| 3M | -29.8% | +2.6% | -32.4% | -32.1% |
| 6M | -22.2% | -10.6% | -11.6% | -22.8% |
| YTD | +142.1% | -45.5% | +187.6% | +195.9% |
| 1Y | +85.8% | -44.8% | +130.6% | +126.3% |
| All | +47.6% | +4.6% | +43.0% | +14.0% |
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