+187.8%
JBHT vs PEGA
+101.4%
+86.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | -1.6% | -4.5% | +2.9% | -0.7% |
| 30D | -2.3% | -5.7% | +3.4% | -1.3% |
| 3M | -18.5% | +2.6% | -21.0% | -19.2% |
| 6M | -11.3% | -10.6% | -0.7% | -10.3% |
| YTD | +12.6% | -45.5% | +58.1% | +24.1% |
| 1Y | +29.8% | -44.8% | +74.5% | +42.5% |
| 3Y | +28.1% | +45.5% | -17.4% | +7.2% |
| 5Y | +17.7% | -45.3% | +63.0% | +21.7% |
| All | +187.8% | +101.4% | +86.3% | +101.8% |
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