-16.6%
AMRZ vs PEGA
-36.7%
+20.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +2.6% |
| 7D | -1.1% | -10.0% | +8.8% | -0.1% |
| 30D | +18.3% | -12.7% | +31.0% | +19.7% |
| 3M | -8.0% | -4.6% | -3.4% | -7.7% |
| 6M | -18.7% | -13.1% | -5.6% | -17.8% |
| YTD | -19.8% | -47.6% | +27.7% | -13.7% |
| 1Y | -12.3% | -47.0% | +34.7% | -5.9% |
| All | -16.6% | -36.7% | +20.1% | -14.1% |
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 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