-20.2%
AMRZ vs PEGA
-34.1%
+13.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +13.0% | -4.1% | +17.1% | +13.3% |
| 3M | -12.1% | -2.8% | -9.3% | -12.0% |
| 6M | -19.1% | -0.4% | -18.7% | -19.6% |
| YTD | -23.3% | -45.4% | +22.1% | -17.7% |
| 1Y | -16.6% | -42.6% | +26.0% | -11.4% |
| All | -20.2% | -34.1% | +13.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling