+1.9%
AMKR vs PEGA
-44.4%
+46.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -15.5% | -2.9% | -12.7% | -16.1% |
| 30D | -34.7% | -0.5% | -34.2% | -34.6% |
| 3M | -36.1% | +8.5% | -44.6% | -34.7% |
| 6M | -49.6% | -6.3% | -43.3% | -47.1% |
| YTD | -9.2% | -42.2% | +33.0% | +6.4% |
| 1Y | +1.9% | -43.4% | +45.3% | +28.5% |
| All | +1.9% | -44.4% | +46.3% | +28.5% |
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