-14.7%
AMRZ vs PEGA
-24.1%
+9.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | -1.9% | +3.3% | -5.2% | -2.2% |
| 30D | -16.9% | +17.7% | -34.7% | -18.3% |
| 3M | -19.2% | +5.8% | -25.0% | -19.6% |
| 6M | -29.3% | -20.3% | -9.0% | -27.2% |
| YTD | -18.0% | -37.1% | +19.2% | -13.0% |
| 1Y | -15.1% | -30.2% | +15.1% | -13.2% |
| All | -14.7% | -24.1% | +9.4% | -13.5% |
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