+87.0%
AMZN vs PEGA
+46.3%
+40.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.0% | -4.1% | +9.1% | +5.5% |
| 3M | +0.6% | -2.8% | +3.4% | +0.7% |
| 6M | -1.3% | -0.4% | -0.8% | -2.2% |
| YTD | +15.5% | -45.4% | +60.9% | +26.2% |
| 1Y | +12.2% | -42.6% | +54.9% | +21.4% |
| 3Y | +87.0% | +45.4% | +41.6% | +71.1% |
| All | +87.0% | +46.3% | +40.7% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling