+629.7%
AMZN vs PEGA
+92.7%
+537.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +8.0% | -8.2% | +16.3% | +10.7% |
| 30D | +3.2% | -11.6% | +14.8% | +6.7% |
| 3M | -2.6% | -4.2% | +1.6% | -2.2% |
| 6M | -0.7% | -12.0% | +11.3% | +1.1% |
| YTD | +17.4% | -46.9% | +64.3% | +36.8% |
| 1Y | +9.0% | -47.0% | +56.0% | +26.9% |
| 3Y | +88.7% | +40.9% | +47.8% | +44.8% |
| 5Y | +55.6% | -45.4% | +101.0% | +59.9% |
| 10Y | +629.7% | +95.9% | +533.8% | +367.3% |
| All | +629.7% | +92.7% | +537.0% | +367.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling