+32.6%
JBHT vs PEGA
-44.4%
+77.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.7% | -2.9% | +4.6% | +1.9% |
| 30D | -1.2% | -0.5% | -0.7% | -1.2% |
| 3M | -17.1% | +8.5% | -25.6% | -17.6% |
| 6M | -4.4% | -6.3% | +1.9% | -4.2% |
| YTD | +17.5% | -42.2% | +59.7% | +25.7% |
| 1Y | +32.6% | -43.4% | +76.0% | +46.5% |
| All | +32.6% | -44.4% | +77.0% | +46.5% |
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