+9,699.2%
AME vs PEGA
+1,035.4%
+8,663.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.9% |
| 7D | -5.2% | -4.5% | -0.7% | -4.7% |
| 30D | -8.0% | -5.7% | -2.3% | -7.6% |
| 3M | -8.9% | +2.6% | -11.5% | -9.4% |
| 6M | -5.0% | -10.6% | +5.6% | -4.7% |
| YTD | +11.9% | -45.5% | +57.4% | +17.0% |
| 1Y | +16.6% | -44.8% | +61.4% | +21.7% |
| 3Y | +62.5% | +45.5% | +16.9% | +50.9% |
| 5Y | +67.6% | -45.3% | +112.9% | +67.1% |
| 10Y | +450.4% | +102.4% | +348.0% | +388.5% |
| All | +9,699.2% | +1,035.4% | +8,663.8% | +6,485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling