+113.1%
AMGN vs PEGA
-47.1%
+160.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.2% | -5.9% | -9.9% |
| 7D | -10.3% | -2.4% | -7.9% | -10.2% |
| 30D | -3.8% | +9.6% | -13.4% | -4.0% |
| 3M | +14.4% | +2.3% | +12.1% | +14.2% |
| 6M | +7.8% | -23.9% | +31.7% | +8.5% |
| YTD | +22.6% | -39.8% | +62.3% | +24.1% |
| 1Y | +44.2% | -37.4% | +81.6% | +45.7% |
| 3Y | +65.8% | +53.1% | +12.7% | +60.2% |
| All | +113.1% | -47.1% | +160.1% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling