+195.5%
AMGN vs PEGA
+184.6%
+10.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -13.7% | -3.0% | -10.7% | -13.4% |
| 30D | -8.8% | +15.9% | -24.7% | -10.1% |
| 3M | +7.2% | +10.8% | -3.6% | +5.8% |
| 6M | +1.3% | -16.5% | +17.8% | +2.5% |
| YTD | +17.6% | -39.0% | +56.7% | +22.5% |
| 1Y | +37.2% | -37.3% | +74.4% | +41.8% |
| 3Y | +57.7% | +59.2% | -1.4% | +40.4% |
| 5Y | +106.3% | -44.9% | +151.1% | +119.3% |
| All | +195.5% | +184.6% | +10.9% | +152.5% |
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