+326.9%
AMGN vs PEGA
+94.9%
+232.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +1.5% | -4.6% | +6.0% | +1.9% |
| 30D | +13.1% | -6.8% | +19.9% | +13.9% |
| 3M | +12.9% | +2.6% | +10.3% | +12.4% |
| 6M | +40.8% | -5.4% | +46.1% | +40.7% |
| YTD | +45.6% | -46.0% | +91.7% | +53.5% |
| 1Y | +42.7% | -45.6% | +88.4% | +50.2% |
| 3Y | +91.2% | +43.2% | +48.0% | +70.8% |
| 5Y | +158.1% | -45.3% | +203.4% | +171.5% |
| All | +326.9% | +94.9% | +232.0% | +256.3% |
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