+84.8%
AME vs PEGA
-47.9%
+132.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | +2.8% | -2.4% | +5.2% | +3.0% |
| 30D | -6.3% | +9.6% | -15.9% | -7.4% |
| 3M | +5.4% | +2.3% | +3.1% | +4.6% |
| 6M | +7.4% | -23.9% | +31.3% | +10.3% |
| YTD | +16.2% | -39.8% | +55.9% | +22.4% |
| 1Y | +26.8% | -37.4% | +64.2% | +32.5% |
| 3Y | +57.5% | +53.1% | +4.4% | +40.1% |
| 5Y | +84.8% | -47.2% | +132.1% | +100.7% |
| All | +84.8% | -47.9% | +132.8% | +100.7% |
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 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