+145.7%
AMDL vs PEGA
+3.5%
+142.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +11.5% |
| 7D | +103.5% | -4.6% | +108.1% | +104.9% |
| 30D | -18.3% | -6.8% | -11.5% | -17.4% |
| 3M | +20.1% | +2.6% | +17.5% | +16.1% |
| 6M | +15.9% | -5.4% | +21.3% | +12.0% |
| YTD | +303.0% | -46.0% | +349.1% | +392.7% |
| 1Y | +164.0% | -45.6% | +209.6% | +222.8% |
| All | +145.7% | +3.5% | +142.2% | +89.9% |
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