+569.3%
AMP vs PEGA
+184.6%
+384.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.3% |
| 7D | -0.5% | -3.0% | +2.5% | +0.3% |
| 30D | -1.3% | +15.9% | -17.2% | -5.6% |
| 3M | +24.2% | +10.8% | +13.3% | +19.1% |
| 6M | +24.6% | -16.5% | +41.1% | +28.6% |
| YTD | +14.8% | -39.0% | +53.9% | +28.7% |
| 1Y | +12.8% | -37.3% | +50.1% | +24.2% |
| 3Y | +69.0% | +59.2% | +9.8% | +22.3% |
| 5Y | +124.9% | -44.9% | +169.7% | +147.1% |
| All | +569.3% | +184.6% | +384.7% | +265.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling