-99.9%
AMIX vs PEGA
+34.8%
-134.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -9.9% | +0.1% | -10.0% | -10.0% |
| 30D | -52.8% | -4.1% | -48.6% | -52.5% |
| 3M | -80.0% | -2.8% | -77.2% | -80.1% |
| 6M | -80.2% | -0.4% | -79.8% | -80.5% |
| YTD | -88.1% | -45.4% | -42.8% | -87.6% |
| 1Y | -91.1% | -42.6% | -48.4% | -90.7% |
| All | -99.9% | +34.8% | -134.8% | -99.9% |
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