+96.6%
AMKR vs PEGA
-48.2%
+144.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | +8.9% | -6.1% | +15.0% | +10.1% |
| 30D | -2.7% | +6.4% | -9.1% | -4.2% |
| 3M | -27.5% | +2.9% | -30.4% | -29.0% |
| 6M | +19.4% | -23.8% | +43.2% | +24.6% |
| YTD | +30.7% | -41.1% | +71.8% | +44.1% |
| 1Y | +107.9% | -38.2% | +146.1% | +125.1% |
| 3Y | +136.1% | +49.8% | +86.3% | +88.1% |
| 5Y | +96.6% | -48.0% | +144.6% | +126.7% |
| All | +96.6% | -48.2% | +144.8% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling