+431.3%
AME vs PEGA
+92.7%
+338.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -4.1% | -8.2% | +4.1% | -2.6% |
| 30D | -4.1% | -11.6% | +7.4% | -2.1% |
| 3M | -5.6% | -4.2% | -1.5% | -5.6% |
| 6M | +2.8% | -12.0% | +14.8% | +3.7% |
| YTD | +16.6% | -46.9% | +63.5% | +29.3% |
| 1Y | +21.1% | -47.0% | +68.1% | +34.1% |
| 3Y | +61.1% | +40.9% | +20.2% | +30.8% |
| 5Y | +76.6% | -45.4% | +121.9% | +85.1% |
| 10Y | +431.3% | +95.9% | +335.4% | +292.8% |
| All | +431.3% | +92.7% | +338.6% | +292.8% |
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