+10,072.2%
AME vs PEGA
+1,209.2%
+8,862.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.6% | +3.3% | -2.7% | +0.3% |
| 30D | -6.7% | +17.7% | -24.4% | -8.2% |
| 3M | +4.1% | +5.8% | -1.7% | +3.0% |
| 6M | +1.6% | -20.3% | +21.8% | +3.0% |
| YTD | +16.1% | -37.1% | +53.3% | +20.0% |
| 1Y | +27.3% | -30.2% | +57.5% | +29.9% |
| 3Y | +50.9% | +48.1% | +2.8% | +40.1% |
| 5Y | +81.4% | -46.8% | +128.2% | +81.6% |
| 10Y | +417.0% | +191.3% | +225.6% | +345.4% |
| All | +10,072.2% | +1,209.2% | +8,862.9% | +6,656.8% |
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 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