+45.8%
AMZN vs PEGA
-47.9%
+93.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.4% |
| 7D | +0.8% | -2.4% | +3.2% | +1.4% |
| 30D | -6.4% | +9.6% | -16.0% | -8.6% |
| 3M | +4.8% | +2.3% | +2.5% | +3.3% |
| 6M | +20.5% | -23.9% | +44.4% | +26.9% |
| YTD | +11.3% | -39.8% | +51.1% | +23.5% |
| 1Y | +9.0% | -37.4% | +46.4% | +18.9% |
| 3Y | +85.9% | +53.1% | +32.8% | +47.5% |
| 5Y | +45.8% | -47.2% | +93.0% | +51.0% |
| All | +45.8% | -47.9% | +93.7% | +51.0% |
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