+59.4%
AMKR vs PEGA
+46.3%
+13.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.8% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -19.4% | -4.1% | -15.3% | -19.3% |
| 3M | -37.4% | -2.8% | -34.5% | -37.6% |
| 6M | -51.5% | -0.4% | -51.0% | -52.0% |
| YTD | -8.1% | -45.4% | +37.3% | +0.5% |
| 1Y | +13.8% | -42.6% | +56.4% | +23.0% |
| 3Y | +59.4% | +45.4% | +14.0% | +41.9% |
| All | +59.4% | +46.3% | +13.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling