+101.2%
AMKR vs PEGA
-37.1%
+138.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.2% |
| 7D | +5.5% | -5.3% | +10.8% | +4.7% |
| 30D | -8.6% | +8.3% | -16.9% | -7.4% |
| 3M | -28.7% | +8.9% | -37.6% | -25.8% |
| 6M | +13.3% | -19.7% | +33.0% | +18.5% |
| YTD | +26.1% | -39.9% | +66.0% | +39.9% |
| 1Y | +101.2% | -36.4% | +137.6% | +120.5% |
| All | +101.2% | -37.1% | +138.3% | +120.5% |
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