+286.9%
AMKR vs PEGA
+772.8%
-485.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.0% |
| 7D | 0.0% | +3.3% | -3.3% | -0.7% |
| 30D | -11.1% | +17.7% | -28.9% | -14.2% |
| 3M | -35.2% | +5.8% | -41.0% | -37.0% |
| 6M | +4.9% | -20.3% | +25.1% | +7.0% |
| YTD | +21.6% | -37.1% | +58.7% | +28.8% |
| 1Y | +98.0% | -30.2% | +128.2% | +104.5% |
| 3Y | +77.8% | +48.1% | +29.7% | +51.7% |
| 5Y | +79.9% | -46.8% | +126.7% | +81.7% |
| 10Y | +456.9% | +191.3% | +265.6% | +322.1% |
| All | +286.9% | +772.8% | -485.9% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling