+90.0%
JBHT vs PEGA
-30.0%
+120.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +4.9% | +3.3% | +1.6% | +4.7% |
| 30D | +0.6% | +17.7% | -17.2% | -0.4% |
| 3M | -3.2% | +5.8% | -9.0% | -3.5% |
| 6M | +17.0% | -20.3% | +37.2% | +17.6% |
| YTD | +41.7% | -37.1% | +78.8% | +46.1% |
| 1Y | +90.0% | -30.2% | +120.2% | +91.5% |
| All | +90.0% | -30.0% | +120.0% | +91.5% |
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