-18.5%
AMRZ vs PEGA
-34.2%
+15.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | +1.2% | -4.5% | +5.7% | +1.7% |
| 30D | +15.1% | -5.7% | +20.7% | +15.6% |
| 3M | -18.1% | +2.6% | -20.6% | -18.4% |
| 6M | -23.5% | -10.6% | -12.9% | -22.8% |
| YTD | -21.6% | -45.5% | +23.9% | -15.9% |
| 1Y | -14.7% | -44.8% | +30.0% | -8.9% |
| All | -18.5% | -34.2% | +15.7% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling