+2,184.4%
AMP vs PEGA
+2,600.5%
-416.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.2% | +3.3% | -3.1% | -0.8% |
| 30D | -0.1% | +17.7% | -17.8% | -5.5% |
| 3M | +23.6% | +5.8% | +17.8% | +19.6% |
| 6M | +20.4% | -20.3% | +40.6% | +26.4% |
| YTD | +15.4% | -37.1% | +52.6% | +29.0% |
| 1Y | +11.0% | -30.2% | +41.2% | +18.4% |
| 3Y | +70.5% | +48.1% | +22.4% | +28.0% |
| 5Y | +121.4% | -46.8% | +168.2% | +123.9% |
| 10Y | +575.6% | +191.3% | +384.3% | +259.9% |
| All | +2,184.4% | +2,600.5% | -416.1% | +333.4% |
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