+184.7%
JBHT vs PEGA
+99.2%
+85.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.9% |
| 7D | +0.2% | -10.0% | +10.2% | +2.2% |
| 30D | -2.2% | -12.7% | +10.5% | +0.2% |
| 3M | -16.5% | -4.6% | -11.9% | -16.1% |
| 6M | -8.4% | -13.1% | +4.7% | -6.9% |
| YTD | +16.1% | -47.6% | +63.6% | +28.8% |
| 1Y | +31.9% | -47.0% | +79.0% | +46.0% |
| 3Y | +34.1% | +42.0% | -7.9% | +12.6% |
| 5Y | +20.1% | -47.8% | +67.9% | +25.4% |
| 10Y | +184.7% | +92.0% | +92.7% | +99.9% |
| All | +184.7% | +99.2% | +85.5% | +99.9% |
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