-32.3%
AMT vs PEGA
-47.9%
+15.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.3% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +1.8% | +9.6% | -7.8% | +0.9% |
| 3M | -6.2% | +2.3% | -8.5% | -6.7% |
| 6M | -5.0% | -23.9% | +18.9% | -3.2% |
| YTD | +2.1% | -39.8% | +41.8% | +5.7% |
| 1Y | -5.7% | -37.4% | +31.7% | -2.9% |
| 3Y | +7.9% | +53.1% | -45.2% | -5.4% |
| 5Y | -32.3% | -47.2% | +14.9% | -31.5% |
| All | -32.3% | -47.9% | +15.6% | -31.5% |
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