+200.7%
AMKR vs PEGA
+649.2%
-448.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.6% | -3.0% |
| 7D | +21.7% | -4.6% | +26.3% | +22.7% |
| 30D | -22.0% | -6.8% | -15.2% | -21.3% |
| 3M | -33.1% | +2.6% | -35.7% | -34.1% |
| 6M | -49.3% | -5.4% | -43.9% | -50.2% |
| YTD | -5.5% | -46.0% | +40.5% | +2.3% |
| 1Y | +8.4% | -45.6% | +54.1% | +17.2% |
| 3Y | +62.7% | +43.2% | +19.5% | +38.5% |
| 5Y | +70.5% | -45.3% | +115.8% | +69.9% |
| 10Y | +248.1% | +88.9% | +159.2% | +183.2% |
| All | +200.7% | +649.2% | -448.5% | +54.2% |
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