+145.9%
AMKR vs PEGA
+49.1%
+96.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | +8.9% | -6.1% | +15.0% | +9.5% |
| 30D | -2.7% | +6.4% | -9.1% | -3.5% |
| 3M | -27.5% | +2.9% | -30.4% | -27.9% |
| 6M | +19.4% | -23.8% | +43.2% | +24.3% |
| YTD | +30.7% | -41.1% | +71.8% | +42.8% |
| 1Y | +107.9% | -38.2% | +146.1% | +123.7% |
| All | +145.9% | +49.1% | +96.8% | +108.3% |
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