+424.3%
AME vs PEGA
+175.4%
+248.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.8% |
| 7D | +2.8% | -2.4% | +5.2% | +3.3% |
| 30D | -6.3% | +9.6% | -15.9% | -8.2% |
| 3M | +5.4% | +2.3% | +3.1% | +3.9% |
| 6M | +7.4% | -23.9% | +31.3% | +12.0% |
| YTD | +16.2% | -39.8% | +55.9% | +26.2% |
| 1Y | +26.8% | -37.4% | +64.2% | +35.7% |
| 3Y | +57.5% | +53.1% | +4.4% | +27.1% |
| 5Y | +84.8% | -47.2% | +132.1% | +101.1% |
| 10Y | +424.3% | +174.3% | +250.0% | +238.7% |
| All | +424.3% | +175.4% | +248.9% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling