+564.1%
AMZN vs PEGA
+170.9%
+393.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | -1.0% | -6.1% | +5.1% | +0.8% |
| 30D | -9.2% | +6.4% | -15.6% | -11.1% |
| 3M | +3.4% | +2.9% | +0.4% | +1.4% |
| 6M | +18.2% | -23.8% | +42.1% | +25.6% |
| YTD | +9.3% | -41.1% | +50.4% | +24.2% |
| 1Y | +5.9% | -38.2% | +44.2% | +17.6% |
| 3Y | +82.6% | +49.8% | +32.7% | +39.3% |
| 5Y | +44.9% | -48.0% | +92.9% | +53.6% |
| 10Y | +564.1% | +173.1% | +390.9% | +303.3% |
| All | +564.1% | +170.9% | +393.2% | +303.3% |
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