+9.7%
AMZN vs PEGA
-30.0%
+39.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.0% | +3.3% | -6.3% | -3.3% |
| 30D | -5.2% | +17.7% | -22.9% | -7.0% |
| 3M | +1.9% | +5.8% | -3.9% | +0.6% |
| 6M | +19.2% | -20.3% | +39.5% | +20.9% |
| YTD | +12.0% | -37.1% | +49.1% | +18.6% |
| 1Y | +9.7% | -30.2% | +39.9% | +13.3% |
| All | +9.7% | -30.0% | +39.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling