+273.3%
JBHT vs PEGA
+191.4%
+81.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +4.9% | +3.3% | +1.6% | +4.3% |
| 30D | +0.6% | +17.7% | -17.2% | -2.7% |
| 3M | -3.2% | +5.8% | -9.0% | -4.9% |
| 6M | +17.0% | -20.3% | +37.2% | +20.6% |
| YTD | +41.7% | -37.1% | +78.8% | +52.0% |
| 1Y | +90.0% | -30.2% | +120.2% | +98.3% |
| 3Y | +47.0% | +48.1% | -1.1% | +24.0% |
| 5Y | +58.3% | -46.8% | +105.1% | +66.7% |
| All | +273.3% | +191.4% | +81.8% | +159.8% |
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