+10,112.3%
AME vs PEGA
+1,005.9%
+9,106.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -4.1% | -8.2% | +4.1% | -3.4% |
| 30D | -4.1% | -11.6% | +7.4% | -3.1% |
| 3M | -5.6% | -4.2% | -1.5% | -5.6% |
| 6M | +2.8% | -12.0% | +14.8% | +3.3% |
| YTD | +16.6% | -46.9% | +63.5% | +22.2% |
| 1Y | +21.1% | -47.0% | +68.1% | +26.8% |
| 3Y | +61.1% | +40.9% | +20.2% | +50.0% |
| 5Y | +76.6% | -45.4% | +121.9% | +76.0% |
| 10Y | +431.3% | +95.9% | +335.4% | +372.9% |
| All | +10,112.3% | +1,005.9% | +9,106.4% | +6,778.4% |
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