+4,861.5%
AMGN vs PEGA
+1,037.5%
+3,824.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | -4.1% | +13.4% | +9.6% |
| 3M | +12.1% | -2.8% | +14.9% | +12.2% |
| 6M | +40.3% | -0.4% | +40.7% | +39.7% |
| YTD | +45.2% | -45.4% | +90.6% | +50.2% |
| 1Y | +42.4% | -42.6% | +85.1% | +46.8% |
| 3Y | +91.0% | +45.4% | +45.6% | +80.4% |
| 5Y | +157.4% | -44.6% | +202.0% | +155.7% |
| 10Y | +321.0% | +91.2% | +229.8% | +279.5% |
| All | +4,861.5% | +1,037.5% | +3,824.1% | +3,194.0% |
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