+4,558.5%
AMGN vs PEGA
+1,209.2%
+3,349.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.1% | +3.3% | -2.2% | +0.9% |
| 30D | +7.8% | +17.7% | -9.9% | +6.5% |
| 3M | +27.3% | +5.8% | +21.5% | +26.4% |
| 6M | +16.8% | -20.3% | +37.1% | +18.2% |
| YTD | +36.3% | -37.1% | +73.5% | +39.8% |
| 1Y | +60.4% | -30.2% | +90.6% | +62.9% |
| 3Y | +86.3% | +48.1% | +38.2% | +75.8% |
| 5Y | +125.7% | -46.8% | +172.5% | +125.2% |
| 10Y | +247.0% | +191.3% | +55.7% | +203.9% |
| All | +4,558.5% | +1,209.2% | +3,349.3% | +2,964.8% |
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 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