+123.2%
AMP vs PEGA
-47.2%
+170.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -2.0% | -5.3% | +3.3% | -1.2% |
| 30D | -1.7% | +8.3% | -10.0% | -3.1% |
| 3M | +23.2% | +8.9% | +14.3% | +20.7% |
| 6M | +22.2% | -19.7% | +41.9% | +25.5% |
| YTD | +14.0% | -39.9% | +53.9% | +22.4% |
| 1Y | +14.0% | -36.4% | +50.4% | +20.6% |
| 3Y | +67.0% | +52.8% | +14.2% | +41.4% |
| 5Y | +123.2% | -45.7% | +168.9% | +146.9% |
| All | +123.2% | -47.2% | +170.4% | +146.9% |
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