-17.0%
AMRZ vs PEGA
-31.8%
+14.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.2% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +14.4% | -3.0% | +17.4% | +14.6% |
| 3M | -19.2% | +5.8% | -25.0% | -19.8% |
| 6M | -19.7% | -8.8% | -10.9% | -19.1% |
| YTD | -20.2% | -43.5% | +23.4% | -14.6% |
| 1Y | -15.1% | -43.4% | +28.3% | -9.4% |
| All | -17.0% | -31.8% | +14.8% | -15.1% |
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