-20.3%
AMRZ vs PEGA
-34.8%
+14.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -4.0% | -4.6% | +0.5% | -3.6% |
| 30D | +12.4% | -6.8% | +19.2% | +13.0% |
| 3M | -11.5% | +2.6% | -14.1% | -11.9% |
| 6M | -21.6% | -5.4% | -16.2% | -21.5% |
| YTD | -23.4% | -46.0% | +22.7% | -17.7% |
| 1Y | -17.2% | -45.6% | +28.4% | -11.3% |
| All | -20.3% | -34.8% | +14.6% | -18.1% |
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