-91.7%
AMIX vs PEGA
-47.0%
-44.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.4% | -19.6% | -19.8% |
| 7D | -8.1% | -8.6% | +0.6% | -4.3% |
| 30D | -52.3% | -10.1% | -42.2% | -50.1% |
| 3M | -83.8% | -4.7% | -79.0% | -83.9% |
| 6M | -79.0% | -8.0% | -71.0% | -79.2% |
| YTD | -87.2% | -47.1% | -40.0% | -88.5% |
| 1Y | -91.7% | -47.5% | -44.2% | -92.6% |
| All | -91.7% | -47.0% | -44.7% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling