+501.5%
AMKR vs PEGA
+180.6%
+320.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.2% |
| 7D | +5.5% | -5.3% | +10.8% | +7.3% |
| 30D | -8.6% | +8.3% | -16.9% | -11.6% |
| 3M | -28.7% | +8.9% | -37.6% | -33.1% |
| 6M | +13.3% | -19.7% | +33.0% | +17.5% |
| YTD | +26.1% | -39.9% | +66.0% | +43.4% |
| 1Y | +101.2% | -36.4% | +137.6% | +121.3% |
| 3Y | +127.7% | +52.8% | +74.9% | +51.6% |
| 5Y | +90.9% | -45.7% | +136.5% | +111.3% |
| All | +501.5% | +180.6% | +320.9% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling