-18.7%
AMRZ vs PEGA
-36.2%
+17.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -5.5% | -8.6% | +3.2% | -4.6% |
| 30D | +15.6% | -10.1% | +25.7% | +16.7% |
| 3M | -12.1% | -4.7% | -7.4% | -11.9% |
| 6M | -19.4% | -8.0% | -11.5% | -19.1% |
| YTD | -21.9% | -47.1% | +25.3% | -15.9% |
| 1Y | -15.0% | -47.5% | +32.4% | -8.6% |
| All | -18.7% | -36.2% | +17.4% | -16.4% |
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 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